If you're using Windows Vista, then you've probably noticed the new memory requirements. In Windows XP you could get away with 1GB of memory, with 2GB making it run much smoother. To get the same smooth experience from Vista, you really need to double the memory, due in part to some of the new services that Vista is running.
One of these new services is SuperFetch, which analyzes your program usage and pre-caches these programs to make them load faster. For most users (especially gamers) this is relatively useless, and just serves to waste more of the precious memory you've loaded up your PC with. This memory is even more critical in the 32-bit flavor of Vista, where most users cannot use more than 3.5GB of RAM, even if you have 4GB or more.