IIS server crashes

I am making a process which will iterate through collections. I have two collections A and B. Suppose there are 200 rows in each collection. It need to compare each row of collection A to each row of itself and same with collection B. Then it compares each row of collection A with each row of collection B which is a lot of calculation. IIS server crashes after sometime like after 10,000 iterations but in my case there will be 120,000 iterations. What should I do? When you iterate through collections are they in memory or every time you iterate it gets them from database. If it gets them from database each time then how can I save them in memory and then iterate on them?