By default, when Windows 98/95/NT starts, it will grab almost all available memory to use as buffer space for files. When you allocate memory to Stata, it may take a few passes through your data before Windows 98/95/NT is willing to give up this buffer space, resulting in swapping.
You can control how much memory Windows 98/95/NT allocates to such buffers.
Edit your C:\WINDOWS\SYSTEM.INI file.
Look for a section with the heading [vcache].
Add minimum and maximum buffer sizes in K:
[vcache]
MaxFileCache=2048
MinFileCache=512
This would tell Windows never to use more than 2 MB for file buffers but to always reserve at least .5 MB.
You should adjust these settings until you find out what works best for you. You must restart your system before any changes will take effect.
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