It might you are needing more memory than your hardware can deliver.
You can try to use the quad-tree index: http://www.mapwindow.org/documentation/mapwingis4.8/group__shapefile__spatial__index.html#ga95bd6801ec7a37b9b860e91c109916ca
And you can also try to set the FastMode property to True: http://www.mapwindow.org/documentation/mapwingis4.8/group__shapefile__optimizations.html#ga2d6959aee84a49fc901f3ab05e100180
If you are going to do a lot of querying and you keep having these problems you might consider importing your dbf-file into a SQLite database and use that database to query.
You can try to use the quad-tree index: http://www.mapwindow.org/documentation/mapwingis4.8/group__shapefile__spatial__index.html#ga95bd6801ec7a37b9b860e91c109916ca
And you can also try to set the FastMode property to True: http://www.mapwindow.org/documentation/mapwingis4.8/group__shapefile__optimizations.html#ga2d6959aee84a49fc901f3ab05e100180
If you are going to do a lot of querying and you keep having these problems you might consider importing your dbf-file into a SQLite database and use that database to query.
