Found this on EU forum:
If your running Windows vista 32 bit and have the out of memory error, try this.
1. Windows Vista 32-bit go to Start.
2. Go to "All programs"/ "accesories" ,open command prompt as administrator
3. just write this in cmd: BCDEDIT /Set IncreaseUserVa 3072
4. Press enter to execute command.
5. when you have confirmation (Instantly) close the window and restart Windows.
6. If you want to undo this, just go back to step 4 and write /deletevalue increaseuserva
I havnt had any grey map or crash after this.