"close the program", while inconvenient can be simply ignored...just click on close....does no harm
I get this on occasion with a few programs and I think it is a registry issue. You can try to "clean" the registry (many free tools to do so like ccleaner) or often if you simply run the program (at start) as "administrator" that may fix it. Right click the launching icon, click on run as admin. It may be sticky and remain OK but you may need to do it a few times, especially after a cold PC startup.
Instead of linking, did you try to embed the file? may not be a great solution but may be a work around?
Sounds like your virtual memory settings need adjusting.
If this does not work give us a list of your drive names and empty space, along with a screenshot of your virtual memory settings.