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I worked for sometime with the MLwiN 2.25 version. But now it doesn't execute. When I click on the icon an error message appears saying "Insufficient memory for the specified worksheet size"
Please help me with this error as soon as possible.

It sounds like you may have set a worksheet size that is larger than MLwiN is able to allocate. I would suggest that you initially try the steps outlined in http://www.bris.ac.uk/cmm/software/supp ... ml#default to see whether that fixes the problem.