Baldur,
Messages are not that big, they are about 30 KB each and we get around 1000 message at the same time from SAP. As I mentioned we are using standard edition 32 bit Windows Server 2003 so were limited to use only 4 gig RAM. We have about 7 hosts (instances) running on this server.
Another thing is, we did not get any errors yesterday night. We got the errors 3 days in a row.