Files don't consume memory, they consume drive space
You shouldn't attempt to open files on a memory stick, they should be copied to a library location then opened there.
If you are that low of space, then you need to address that fundamental problem, possibly with a new hardrive, as its likely win will not be functioning correctly as it is
Start>Computer, what does it show for Hard Disk Drives?
for each drive/partition it will show xxGb free of xxGb