Hi Adeyeye,
This would appear to be an issue with the amount of memory allocated to Java on your machine.
Is this a Mac or a PC and are you using the application bundle or the command line version of GSEA?
How much RAM is your machine configured with and what size is the expression dataset you're attempting to analyze?
If you have a severely memory constrained machine, or an extremely large dataset, one option would be to run GSEA through the free bioinformatics cloud platform at
cloud.genepattern.org.
This offers GSEA with all the same features as the desktop application, but with the ability to request very large amounts of memory which will allow exceptionally large datasets to be analyzed.