From the manual:

"Error E1004: Not enough memory
A Windows memory allocation function failed. Your game attempted to allocate more virtual memory than available on your PC. All today's PCs should have enough virtual memory (about 1 GB), but old machines might be misconfigured or set up to a very low virtual memory size. The error message can also be caused by a wrong nexus value (exceeding the limit of 200) or a model, sound or image file with a wrong size due to a damaged header."

Hope this helps. Your virtual memory setting is too low - check Settings/Control Panel/System. This lead to different behavior depending on which programs were started before on your PC.