STALKER needs huge amount of memory to cache resources.
Right click on "My computer" choose "Properties", then choose tab "Advanced" and click "Settings" in "Performance" section, in newly opened window choose tab "Advanced", there will be "Virtual memory" section with information about your current swap file size and button "Change".
Click and increase swap size to at least 2Gb. Little advice - do not make it selfgrowing 2-4Gb, but set it static min size = max size. In this case Windows will not fragment it, and performance will be slightly better."