"Excel Connot Complete Task" Message

The loop in my macro tells excel to filter based upon a given range in column E. Column E is generated from a pivot table. Depending upon the number of Identifiers, the list can be 10, it can be 40 or higher. After my filter chooses a selection, it copies the page, inserts a new sheet and then pastes. Then I return to my Master page and it chooses the next selection for my filter and so on and so on. When I have a small data set of about 10 or less, my Macro is fine. If I have a large data set of 20 or more different identifiers....the macro will slow down and eventually I'll get a message stating "Excel cannot complete this task with available resources. Choose less data or close other applications." My question is do I need more memory or something for this macro to work. Why exactly am I getting that error message.