Keep you drivers up to date.

Ensure that your drivers are up to date.  Not sure what drivers are?  They are programs that enable your hardware to work such as sound and graphics cards. 
New drivers should fix any memory leaks.  If you are unsure how much memory a program is using click on the Task Manager (Ctrl-Alt-Del) while you are running the application and check out the page file usage.  It will tell you how much virtual memory is being used.