In a nutshell, the instructions show you how to make a System Variable for Java called _JAVA_OPTIONS with the value Xmx512M. This sets a global maximum heap memory size for Java. You can solve this by:
Open the Control Panel
Go to System
Go to Advanced Systems Properties
Then Environment Variables
In System Variables, click Add
New Variable Name: _JAVA_OPTIONS
New Variable Value: -Xmx512M
That's it, your Java program should now be able to execute properly.
For those interested, Java -Xmx/s is the configuration parameter that control the amount of memory Java uses.
Xmx sets the maximum heap memory size
Xms sets the minimum heap memory size