Sounds like you expect it to play in realtime using GPU acceleration when in fact it is using a RAM preview, which as the name implies is limited by the amount of actual memory. I would suggest you read the ojnline help on the subject.
What exactly happens when the preview stops? Do you see any error message? As Mylenium suggested, please share your system (CPU, GPU, RAM, OS version) and footage details (frame rate, frame size, format/codec) so that we can understand the issue better.