Using Project Server 2007 + SP2 + April 2009 CU.
My customer use to view his resource's timesheets in Approvals -> Timesheet 
in the PWA. But often when he has opened a resource's timesheet and clicked 
on the Cancel button the following error appears:

"Exception of type 'System.OutOfMemoryException' was thrown. 
Troubleshoot issues with Windows Sharepoint Services."

Now when he tries to open Approval -> Timesheet the error message keep 
showing up. What's even more strange is that if he waits until the next day 
and try again the error is gone ! I can't find any errors in the server logs. 
Has anyone else experienced this issue?

I am getting the same problem.  The only solution I can find is a workaround 
that relates to Project Server 2003:
Workaround
To work around this problem, configure the MSSharePointPortalAppPool 
application pool to use more than one Microsoft Internet Information Services 
(IIS) Worker Process (W3wp.exe). For example, if your portal contains 120 
subsites, configure the MSSharePointPortalAppPool application pool to use one 
worker process for each group of 30 subsites. Therefore, the 
MSSharePointPortalAppPool application pool uses four IIS worker processes. 

For more information about how to configure a Web garden in Microsoft 
Internet Information Services 6.0 (IIS 6), where an application pool uses 
more than one worker process, see the "Configuring Servers for Applications" 
topic in the Server Administration Guide of the IIS 6.0 documentation. To 
view the IIS 6.0 documentation, visit the following Microsoft Web site: 
http://technet2.microsoft.com/WindowsServer/en/library/bd33bd8c-321a-4c28-8cb9-92ecc1b3b4381033.mspx?mfr=true 
(http://technet2.microsoft.com/WindowsServer/en/library/bd33bd8c-321a-4c28-8cb9-92ecc1b3b4381033.mspx?mfr=true)"

"Rickard" wrote:

> Using Project Server 2007 + SP2 + April 2009 CU.
> My customer use to view his resource's timesheets in Approvals -> Timesheet 
> in the PWA. But often when he has opened a resource's timesheet and clicked 
> on the Cancel button the following error appears:
> 
> "Exception of type 'System.OutOfMemoryException' was thrown. 
> Troubleshoot issues with Windows Sharepoint Services."
> 
> Now when he tries to open Approval -> Timesheet the error message keep 
> showing up. What's even more strange is that if he waits until the next day 
> and try again the error is gone ! I can't find any errors in the server logs. 
> Has anyone else experienced this issue?