Query erroring with OutOfMemory exception

Hi,
When I run this query:
SELECT VENDPACKINGSLIPTRANS.COSTLEDGERVOUCHER, VENDPACKINGSLIPTRANS.ITEMID, VENDPACKINGSLIPTRANS.INVENTTRANSID,VENDPACKINGSLIPJOUR.PURCHID, VENDPACKINGSLIPTRANS.NAME, VENDPACKINGSLIPTRANS.QTY
FROM VENDPACKINGSLIPTRANS INNER JOIN
VENDPACKINGSLIPJOUR ON VENDPACKINGSLIPTRANS.PACKINGSLIPID = VENDPACKINGSLIPJOUR.PACKINGSLIPID
WHERE (VENDPACKINGSLIPTRANS.DATAAREAID = 'agl')
it returns the results in about 12 seconds.
This one however runs for about 12 minutes before crashing.
SELECT VENDPACKINGSLIPTRANS.COSTLEDGERVOUCHER, VENDPACKINGSLIPTRANS.ITEMID, VENDPACKINGSLIPTRANS.INVENTTRANSID,VENDPACKINGSLIPJOUR.PURCHID, VENDPACKINGSLIPTRANS.NAME, VENDPACKINGSLIPTRANS.QTY
FROM VENDPACKINGSLIPTRANS INNER JOIN
VENDPACKINGSLIPJOUR ON VENDPACKINGSLIPTRANS.PACKINGSLIPID = VENDPACKINGSLIPJOUR.PACKINGSLIPID
WHERE (VENDPACKINGSLIPTRANS.DATAAREAID = 'agp')
As it runs I can see that file C:\Users\carronp\AppData\Local\Temp\2\tmp55B3.tmp grows to over 4GB.
When it crashes it throws the following error:
An error occurred while executing batch. Error message is: Exception of type 'System.OutOfMemoryException' was thrown.
My The data file of my database is on D:\ and the log file is on L:\ so I can't see why C:\ would be getting filled.
Has anybody seen an issue like this before?
Cheers
Paul

Paul 
What if you create a procedure that accepts parameters , for  example
CREATE PROCEDURE sp1
@Par VARCHAR(5)
AS
SELECT VENDPACKINGSLIPTRANS.COSTLEDGERVOUCHER, VENDPACKINGSLIPTRANS.ITEMID, VENDPACKINGSLIPTRANS.INVENTTRANSID,VENDPACKINGSLIPJOUR.PURCHID, VENDPACKINGSLIPTRANS.NAME, VENDPACKINGSLIPTRANS.QTY
FROM VENDPACKINGSLIPTRANS INNER JOIN
VENDPACKINGSLIPJOUR ON VENDPACKINGSLIPTRANS.PACKINGSLIPID = VENDPACKINGSLIPJOUR.PACKINGSLIPID
WHERE (VENDPACKINGSLIPTRANS.DATAAREAID = @Par)
EXEC sp1 @Par='agp'
EXEC sp1 @Par='agl'
Best Regards,Uri Dimant SQL Server MVP,
http://sqlblog.com/blogs/uri_dimant/
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