A couple years ago I worked at a company where we had a lot of problems with programs crashing. I found this article, and it showed me what was going on.
This applies to Vista as well as XP.
I have some new information to add from my experience: It appears that this issue (Windows object leaks/saturation) is a cause of data corruption problems in Outlook Express and Windows Mail.
I think a good automatic system monitoring tool is needed to improve the stability of Windows programs.
Incidentally, similar vulnerabilities can be found on other operating systems.