Windows will pre-load up stuff it doesn't necessarily need to, with different priorities. There will usually be some swapping to pagefile, even if you have 2GB installed and there is almost nothing running, which is a minimal performance hit.
I wouldn't worry about it - treat it as a "just in case" thing, because the consequences of Windows suddenly running out of memory can be pretty nasty. For example, I've seen graphics-heavy web-pages cause Firefox to grab hundreds of MB, in no time at all - instant thrashing, but the system stayed up...