Vinicius,
If you have not specified more memory for MyEclipse then running into OutOfMemoryExceptions is common… Eclipse 3.0 requires about 2x as much memory as Eclipse 2.0, in addition to that, MyEclipse consists of roughly 140 plugins ontop of the Eclipse 3.0 platform… so you can see where all the memory is going.
To specify more memory for MyEclipse edit the shortcut you use to start Eclipse and change it to look something like this:
eclipse.exe -vmargs -Xms128m -Xmx256m
The -vmargs arguments get passed directly to the VM that is used to run Eclipse.