That is known as virtual memory. Your PC will use any free space on your harddrive as "RAM" should your physical RAM be all used. If you run out of RAM often, using virtual memory can slow your PC down very much!
To answer your question, no. Your PC does this for you, but you can change the settings if you wish.
RAM is cheap these days, what have you got in your slots? IE 64MB+64MB+128MB? Time for an upgrade!
