When I play a specific game, I can't save because the message "Direct3D does not have enough memory to perform the operation. Is there something I can do to fix that? (like a special software or a specific configuration)
Thnks in advanse

First would try to update any directx files that can be updated

Download and install, it will update directx that you currently using
http://www.tucows.com/get/194328_118218

If same issue, what game?

Hi,
I would suggest trying the DirectX source that is the best by my estimation, FalconFly. It is in Germany and done by gamers though not updated in most areas, the stuff other than DirectX are now elsewhere. The great thing is that it is sorted and cataloged by the versions of Windows so that you can get the absolute newest for your OS. You can of course go to MS, but navigation is a bit abysmal mostly, though the info is always there.
MicroSoft DirectX Downloads for Windows (Win95, Win98, Win98SE, WinME, Win2000, WinXP) - complete release history including DirectX1, DirectX2, DirectX3, DirectX5, DirecX6, DirecX7, DirecX8, DirecX9 (http://www.falconfly.de/directx.htm)
Peace,
Clarke