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You could always run this as a service using Microsoft's tools from the NT 3.5 Resource Kit. The two tools you need are srvany.exe and instsrv.exe. I've used this many times on Win2k with no problems. You can download the resource kit from Microsoft here: ftp://ftp.microsoft.com/bussys/winnt/winnt-public/reskit/nt35/i386/i386.exe And there is an article about how to set it up here:

...b) If the problem originates in the function in the MCLUST package, whom do I need to contact to get more information about re-writing the source code to handle large datasets? Information I have located on overcoming Windows2000 memory allocation limits [http://www.rsinc.com/services/techtip.asp?ttid=3346; http://www.petri.co.il/pagefile_optimization.htm] does not seem to help me understand this any better. I had initially upgraded to R version 2.2.1 because I had read [https://svn.r-project.org/R/trunk/src/gnuwin32/CHANGES/]: -------------------------------------------------------------------...