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SystemOutOfMemory Exception on Large resultset

Posted By:      Posted Date: August 31, 2010    Points: 0   Category :Sql Server
Can anybody guide me how I can query large resultsets without encountering an out of memory exception. Why does this even happen?   I tried querying this inside SSMS SELECT { DRILLDOWNLEVEL({[Customer].[Postal Code].[(All)]})*  DRILLDOWNLEVEL({[Product].[Product].[(All)]}) *   DRILLDOWNLEVEL({[Promotion].[Promotion].[(All)]})*   DRILLDOWNLEVEL({[Sales Reason].[Sales Reason].[(All)]})  } DIMENSION PROPERTIES PARENT_UNIQUE_NAME ON COLUMNS FROM [Adventure Works]  

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