A partir daqui: link (leia o artigo na íntegra)
To tweak the limit, take a look in the registry at HLKM/System/CurrentControlSet/Control/Session Manager/SubSystems
(cranked up a bit if you find yourself manipulating a lot of desktop objects.)
Within that key is a subkey called Windows, which contains in it, among other things, the value "SharedSection=1024,3072"
Changing the SharedSection entry to "1024,3072,512" (note the comma and the value)increases the size of the "hidden" desktop heap.
If that doesn't work, try increasing the second of the comma delimited values (e.g. 3072 -> 4096) which is the size limit of any particular desktop heap.
Update: just to clarify for some pepole... on vista your default is 1024,3072,512 changing is to 1024,4096,512 will make the difference