Most people playing on a laptop will of come across the minecraft memory issue. Her is a file to fix it. HOWEVER!!!
Make sure that you have your minecraft.exe or minecraft.jar ON YOUR DESKTOP! (not as a shortcut)

Here is a FAQ that I know will appear here:
Q: It says "Can't access jarfile minecraft.exe"
A: You failed to obey instructions, try again...

Downloads:

Windows

Download this file if you are using Minecraft.exe. Place the file on your desktop and run it.

Download

(if that link doesn't work then sorry. Mediafire is down at the moment and I had to use dropbox.

Linux

This may or may not work, I do not have a Linux computer to test it!. Place the file on your desktop and run it. (double click? single click?)

Download

Sorry for Mac users. I do not know how to do this on mac.

Thanks!
Hedgehog