runtime loading

I''m currently making a simple platform game just for fun, but now I need to load my art and sounds at runtime. I''m using an imagelist and a wavelist from DelphiX. A while ago I could just include my art and sounds in those lists but now they have grown too big and reject everything new. Images are assigned from the imagelist to objects, by a constructor Create. Sounds are never assigned to anything but just called upon by a playsound procedure with the soundname as argument. I can''t load everything into the lists at the start of the game, because they''ll start rejecting things when they are full. So I''d have to dose it, but now comes my question: How do I do this in an efficient manner? Thx for any replies S_O_S