For Xp: (From here: http://support.microsoft.com/kb/308417)
1. Click Start, click Run, and then type sysdm.cpl in the Open box.
2. Click the Advanced tab, and then click Settings under Performance.
3. Click the Advanced tab, and then click Change under Virtual memory.
4. Under Drive [Volume Label], click the drive that contains the paging file that you want to change.
5. Under Paging file size for selected drive, click Custom size, type a new paging file size in megabytes (MB) in the Initial size (MB) or Maximum size (MB) box, and then click Set.
click the Start button
click Control Panel
click System and Maintenance
click Performance Information and Tools
click Advanced Tools (in the Tasks pane at the left side of the dialog box)
click Adjust the appearance and performance of Windows.
After answering the User Account Control prompt, you’ll arrive at the
Performance Options dialog box. You’re nearly there