If you are using Windows XP:
Start
Control Panel
System (if you can't see "System", click "Performance and Maintenance", then click System)
Find the "Advanced" tab and click it
Click "Settings" under Performance
Again, find the "Advanced" tab and click it
Click "Change" under Virtual Memory
I really don't recommend you allowing your system to use too much virtual memory. More RAM (physical) is a much better bet!