New to Java

Hi all

I'm having a wee problem with my app. and I dont know why ,
my Problem is this -

"java.lang.OutOfMemoryError: Java heap space"
"Exception in thread "Thread-2" java.lang.OutOfMemoryError: Java heap space"

My OS is XP,
my JVM Build is Version 1.5.0 (build 1.5.0_04-b05),
when my app goes duh. and I pres Cntrl / Alt /Delete my app is using about 86mb

ive tried :
1)setting the VM heap space- using " Xmx256m "
2) downloaded JHat- but dont know how to create a dump file ?





Im wondering around in the dark here - um someone please point me in a direction ? im slightly stumped.
Funny thing is iv just finished writing the app and have to hand it in on tuesday.
- what do u say to the client ?- " Sorry im out of memory "

Thanks
Wayne Schoeman