Large memory allocations

[bearophile]

While allocating lot of memory for a little memory-hungry program, I have found results that I don't understand. So I have written the following test programs. Maybe someone can give me some information on the matter.
I am using a default install of a 32 bit Win XP with 2 GB RAM (so for example I can't allocate 3 GB of RAM). (I presume answers to my questions are Windows-related).