The "Virtual Memory" setting is a portion of your Hard drive that windows reserves as the paging file. When songs are burned windows likes to have the paging file large enough to hold complete songs. Windows changing your virtual memory setting is no big deal, it probably should have been made larger when the memory was increased over 512mb.
To view your paging file setting go to Controll Panel > System > Advanced > Performance Settings > advanced > Virtual Memory (change). Reccomended setting are 1.5 times Ram for minimum and 3 times Ram for maximum. There is a lot of debate on these setting, depending what you do with your computer. Some setting may not be accepted by your particular machine. The recomendations I gave above will not hurt anything, you do not have to change them anyways.