The Java applet runs with a default amount of memory (around 50MB), but in some cases header information can exceed this.  To change the default (do not exceed 3/4 of your RAM available):

On Windows:

1)  Go to:
            Windows:   Start -> Control Panel -> Java(This opens Java Control panel) 

     Linux Ubuntu:   System->Preferences->Sun Java Control Panel

2) Select 'Java' tab and then in the Java Applet Runtime Settings select 'View'

3) In the last field which says Java Runtime Parameters enter -Xmx300M (Note: replace 300 with upto 3/4th of your actual RAM)