Well, first thing we need to know is what kind of system you are running.
Follow these steps for info on how to post you systems specs.
The message you are getting is usually indicative of a buggy application with a memory leak.
A memory leak is a common problem caused by applications when they continually use more and more memory until you shut down the program, end the process manually or restart Windows.
Virtual memory, also known as a page file or swap file, is a file on your hard drive that Windows and applications use in addition to RAM as needed.
The quickest way to find out what is causing the problem is to press CTRL-ALT-DEL, then go to the process tab.
At the top of the window click View-> Select Columns.
Check the Virtual Memory Size box and click Ok.
Then, double click on the VM Size colum to arrange the processes by their VM Size from largest to smallest.
Once you've done all that, start up one of the offending games and let it run for a while, then check back in the Task Manager, take a screenshot and post it back here.
Do this for any of the games that are crashing on you, so we can double check to see if it is having a memory leak.
Normally however, the best way to fix these problems are to try and re-install the games, install more physical memory or Patch the game to a later version, as developers normally fix these types of bugs.