Agreed. We have a noob asking a legitimate beginner's question, the least we could do is point him to a good explanation, or give him one.
Let's say you have a desk, with a pile of blank paper and a big drawer - the pile of blank paper is your RAM (256Mb/512Mb/1Gb depending on your system), and the drawer is your hard disk, with your files in it.
You spread sheets of paper on the desktop while you work; but after a while, you run out of space on your desk, and want to put away some of the papers you don't need to use right now in a special, empty file in the drawer so that you can easily retrieve them later: it's your 'swap file'.
Well, this swap file has a finite size that is defined where swifty_morgan indicated. However, your hard disk may also be full, in which case you can't give more room to your swap file, so delete some unused files, uninstall unused softwares, delete a few old documents...
You can check how much disk space you still have free by opening Windows Explorer, right-click on your C: drive and click 'properties' - the blue part of the disk is used, what's pink if free. If there's almost no pink left (fully blue disk), then you need to make some room.