How much memory does your computer have in total? RAM type memory, not hard drive capacity.
What happens is the computer will use the hard drive as 'fake' RAM. It is far slower than normal memory, but it does the same job. Your computer has allocated a certain amount of this HDD memory as 'virtual memory'.
There are 3 ways to get rid of this issue, and they are in order of worst to best:
1) Increase the limit of virtual memory.
This link will demonstrate how2) Only run essential programs. If you're trying to play FS2004 and you have iTunes open in the background and you're trying to chat on MSN Messenger, that's not good. If you want to play FS2004, play it. Close everything else. Some people probably have a specific login on their computer strictly for the game, and will tell it to only load critical things.
3) Increase your RAM. Your computer will start to use virtual memory when out of 'actual' memory. So if you increase the amount of RAM, it will have to run out of more of it in order to need virtual memory.
1 and 2 are free options, but they don't work as well as number 3. 2 is a good solution for playing games no matter what. 3 means buying physical memory and inserting it into your computer.