How to keep record of who logged on and who did what on the database

Recently due to some client application requesting more than 50,000 rows the database server crashed because of the virtual memory being run out. Now this happened on the Windows NT machine.

What possible ways can be there to avoid such situations where database server crashed and there is no information available to track down what brought down the server.

Also, how can one limit the response returned by the querries.

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