For it to be saying "Run Disk Cleanup"... it sounds like you are running out of virtual memory = pagefile = swapfile = the temporary virtual RAM on your hard disk.
This could happen if you run out of hard disk space on C: drive. It can be insidious, because while FS9 is running, it creates a large swapfile on C: drive.
When you shut FS9 down, and go check your hard disk space, there is plenty of space again because the swapfile for FS9 is gone! So it appears as if you have plenty of space left. (this should only be a problem on a small or overloaded hard drive)
Windows manages the size of the pagefile according to it's needs and your installed system RAM. The more ram you have, the larger the maximum value windows creates for the swap file. Windows is constantly adjusting the size of the swapfile, this constant adjusting can result in reduced system performance.
I prefer to Preset the swapfile manually at a constant value through windows settings. I can't remember the optimum value as a multiple of system ram off-hand, but say 1.5 X your system ram, or 2 X if you have 256mb or less system ram.
Pre-setting a pagefile/virtual memory size will reserve that amount of space on your hard disk and it can't be used by anything else until you reduce the size of the Pagefile.
I wouldn't be too quick to discount a hardware problem either. If you only have a small amount of ram (256mb), then you have a hardware problem as far as FS9 goes.
Something within your FS9 installation could be amiss, a re-install may fix it, just rename your old FS9 folder first if you want to save it. You can then get your old addons back if you have any.
Your operating system could be screwed.
Your hardware could be damaged, overheating, or subjected to power/voltage problems.
Is FreeMemory causing your problem? WinXP does a good job of memory management on it's own.
Also, I tend to believe if you have to use a memory manager, you really need more RAM, as the system is starving. RAM is relatively cheap these days.
Start with the easy, cheap solutions and work your way methodically through them, leaving the "I don't want to go there!" solutions until last.
It also helps if you post system specs in with a post like this, so we don't go off half cocked on the wrong track. As you can see..... I get quite carried away.

good luck
congo