Go to the system folder and open the option.ini with a text editor , you'll find something like this
[Video]
GamePlayViewportX=1280
GamePlayViewportY=800
StartupFullScreen=False
RENDERCHARACTERCOUNT=10000
UseTrilinear=True
(and so on)
Before the video line just add
[Engine.GameEngine]
CacheSizeMegs=768 (this number is the mb that you are assigning change it as you want, remember that the OS need free memory)
That 2 lines are assigning more memmory to game while you are playing and it will go faster it helps a lot and is 100% legal
P.S Use '768' if you have 1024 MB of RAM! If you have 512, use 320-, for don't have any instability in your OS. If you have other numbers, only do some operations in a calculator!