There are a number of things you may try. First, as the others have suggested simply increasing your page file size could help, you didn't mention what OS you use or better what you mean by "always prompts"...is it a certain piece of software or allsoftware in general.
Try increasing the size of the page file, try around 512mb, if that fails do the usual scandisk/defrag/chkdsk combo. It could be that a part of the page file is occupying a part of the hard drive that has an error. You mightneed to run these from a dos prompt.
Also, check out how many programs you have running in the background. A simple way of doing this is going to task manager by pressing ctrl+alt+del. Go ahead and try disabling certain applications that start onboot. If it's windowsXP make sure you don't have too many services running. To check these go to Start, go to Run, then type msconfig (sorry if you know this already, it's hard to tell how much anybody knows through a message board)
My next suggestion is to boot into dos using a boot disk and delete your swap file. In windows xp this is located in the root directory and is called pagefile.sys, in windows 9x it's called win386.swp . After you delete these files reboot. I've found that this can sometimes correct this type of error.
If all this fails (yes, I know this is a long answer) then if you are running windows xp you can download a program from microsoft's website called bootvis.exe which when ran will reboot your computer and find out what drivers and such use the most memory. I hope this helps.