Ok, thanks for trying to help.
I finally identified the problem myself and I've found a workaround.
If someone else expected this, it comes from the Internet default connection settings registry key.
The reg keys concerned are DefaultConnectionSettings and SavedLegacySettings under [HKEY_CURRENT_USER\SOFTWARE\Microsoft\Windows\CurrentVersion\Internet Settings\Connections].
Here were the values I had and which causes the high memory usage and the crash of the computer:
Windows Registry Editor Version 5.00
[HKEY_CURRENT_USER\SOFTWARE\Microsoft\Windows\CurrentVersion\Internet Settings\Connections]
"DefaultConnectionSettings"=hex:46,00,00,00,03,00,00,00,09,00,00,00,00,00,00,\
00,07,00,00,00,2a,2e,6c,6f,63,61,6c,00,00,00,00,00,00,00,00,00,00,00,00,00,\
00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00
"SavedLegacySettings"=hex:46,00,00,00,04,00,00,00,01,00,00,00,00,00,00,00,07,\
00,00,00,2a,2e,6c,6f,63,61,6c,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,\
00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00
and here the workaround:
Windows Registry Editor Version 5.00
[HKEY_CURRENT_USER\SOFTWARE\Microsoft\Windows\CurrentVersion\Internet Settings\Connections]
"DefaultConnectionSettings"=hex:46,00,00,00,06,00,00,00,01,00,00,00,00,00,00,\
00,07,00,00,00,2a,2e,6c,6f,63,61,6c,00,00,00,00,00,00,00,00,00,00,00,00,00,\
00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00
"SavedLegacySettings"=hex:46,00,00,00,06,00,00,00,09,00,00,00,00,00,00,00,07,\
00,00,00,2a,2e,6c,6f,63,61,6c,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,\
00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00