Hey There, The most probable reason is that your machine memory (RAM) < what is required by VMD for visualizing the dump file. VMD uses 12 bytes of memory /atom /frame, so you can calculate the memory required by the formula 12*Number of atoms*Number of frames.
Solutions:
1. Load a subset of your dump file, either by limiting the start/end frame indices or by setting a frame stride greater than 1 when loading the trajectory.
On windows if you are working with files with size greater than 4gb, make sure you have 64 bit version of the software. For files having size less than 4gb, 32 bit will work perfectly.