I don't actually have that problem, what you could do is
before running the game press Alt-Ctrl-Del to bring up the task manager then select the processors tab, now take a snapshot and save the image, now play the game and after repeat the process, now you can compare the 2 for the offending process that is taking all the memory.
I use an app called "Tweak XP Pro", it's a free version that came with a magazine, this has an excellent memory optimizer, I bring up the task manager before running this and you can see during optimizing the processors memory usage dropping to free up hundreds of megs, great app!!
