how much RAM you have on your PC?
try this if u have less than 2GB RAM.. click this link http://www.forgottenelements.com/forgottenelements.jnlp
choose to Save the file to your desktop.. then open it with notepad and change the value of the max-heap-size='1024m' to max-heap-size='512m
' and then try lauch the game with forgottenelements.jnlp on your desktop
if you get any error trying to launch the game directly from the jnlp file, go Control Panel-> Java-> Network Settings and set Direct Connection.