What is probably happening

What to do

Probably too many applications open simultaneously, or simply not enough horsepower. If running Win98/95/3x, probably memory management problems

Take notes on when this occurs, and look for a pattern. If you run a consumer-grade platform, upgrade to Windows NT. Use the built-in performance monitoring tools (NT) or a third-party utility (those other programs) to see exactly what resources are under stress. Consider switching from IDE to all SCSI, if you haven't done so already.