I meet the issue on both Vista and XP. When I open several windows (maybe 10),  the system begins to show problem. The context menu cannot open or any new GUI program cannot run etc.

I did a search today and found many people met this issue.  A recommended fix is below:

 To make this change, navigate regedit to HKEY_LOCAL_MACHINE\System\CurrentControlSet\Control\Session Manager\SubSystems. The “Windows” value contains a big honkin’ string, and one part of it is “SharedSection=xxxx,yyyy,zzzz”. The second number (yyyy) is the one that you want to increase. Standard registry editing disclaimers apply, YMMV.

It seems to work after I made the change. 

More details, please see

http://support.microsoft.com/kb/184802
http://weblogs.asp.net/kdente/archive/2004/06/04/148145.aspx