There is a bug in Windows XP which makes it eat GDI Objects. I have tried to
file a bug, but since this XP is OEM installed I can not (wihtout paying).
This bug is very general and very annoying. Here is the recipe:

In Control Panel - Accessibility turn on StickyKeys. (In the Settings there
I have

- Use shortcut: off
- Press modifier key twice to lock: off
- Turn StickyKeys off if two keys are pressed at once: off
- Make sounds when modifier key is pressed: off
- Show StickyKeys status on screen: on

Just go. Every memory access now its 4 GDI objects. Some other actions too
eats them.