There is exactly one object that can need a lot of memory: the Milky
Way. Therefore it's switched off by default. But if you want to see
the Milky Way on your maps, you probably should set the main memory size
of your TeX distribution to its maximal value. This is very
implementation specific. With teTeX (Linux) you have to find the
texmf.cnf and set `
main_memory.latex' to 7500000.
Then call (as root)
fmtutil --byfmt latex
With fpTeX/TeXLive (Windows) it's the same.
MikTeX however (Windows too) is different. Look for a directory
localtexmf. Then create the file1
localtexmf\miktex\config\miktex.ini and write
Alternatively (albeit not cleanly), look for an existing file called
miktex.ini and change the line with
mem_max to the above.
These are the most common TeX variants. For others please have a look in the manual of your TeX distribution for definitive information.
 It may be necessary to create the sub directories, too.