It's a very old error message from when the game was still in Beta Testing. It shows up every now and then, but it's fine to ignore it.
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Biggest Troll on the forums? I'll give you a hint:
The error window instructed me to report this on Cryptic Beta Forums, which I don't see anywhere, but this is the clipboard paste of the error.
Assertion failed
Program: C:\Program Files\City of Heroes\CityOfHeroes.exe
Time: Mon Dec 21 08:06:34 AM
Process ID: 60188
File: c:\src\utilitieslib\utils\superassert.c
Line: 1857
Expression: 0
Error Message: CRT abort() called
Heap is NOT corrupted
Last windows SYSTEM error: Not enough storage is available to process this command.