java.lang.OutOfMemoryError

I'm querying a table that has nearly 3 million records in it and when I
call executeQuery() I get an a java.lang.OutOfMemoryError message.  My
immediate thought was that it was strange that a safe fetch size wasn't
used automatically so I then I decided to explicitly the fetch size by
calling the Connection classes setFetchSize() method.  Apparently this
is not implemented in the pg73jdbc3.jar driver.   I am surprised that
the default fetch size is so great as to cause an OutOfMemoryError. What
is the proper method for using JDBC to query result sets which are
potentially large?

Thanks,
Paul