Are you having memory problems with LW 1.9? We're still trying to iron the last few kinks before the official public, non-beta release.

If you're having problems with LW 1.8x or earlier, try changing your desktop shortcut to something like the following

D:\Program Files\JavaSoft\JRE\1.3.1\bin\javaw.exe"
-ms4m -Xminf0.10 -Xmaxf0.25 -jar RunLime.jar

replacing "D:\..." with the path to your version of java. Note this shortcut is exactly like the old shortcut except for the -ms/-Xminf/-Xmaxf options. Those will hopefully keep Java from growing the heap too much.