Don't even need to keep it running, turn it on once the error turns up and it should show you what processes are using the memory. Chances are it's Premiere Pro since that's what Windows closed and Adobe apps do have a habit of not turning off properly and running in the background but it's still worth keeping an eye on. It's also pretty useful if the PC is running slowly, can see what's bottlenecking and what applications are using all your system's resources. This is also something that can happen if the memory is being used up.