I have download the bundle and when I start in Windows I got always a memory exception.
I correct the run.conf.bat setting memory which are:
set "JAVA_OPTS=-Xms256M -Xmx768M -XX:MaxPermSize=768M"
with this one:
set "JAVA_OPTS=-Xms512M -Xmx1024M -XX:MaxPermSize=128M"
Defaults aren't good indeed.
You should push to 256m Max PermGen though