Hi Yao,
That is not something we are planning on implementing any time soon. Probably simplest for you to move to a computer with more RAM, limit your search, or divide your initial search into multiple documents and perform this refinement yourself in the divided documents and then use Refine > Accept Peptides in the full document to reduce your set of targets for a combined search.
So, your best solution is either more memory or more creative use of the existing tools. We are not likely to give you an automated removal during import that reduces memory consumption any time soon.
Thanks for posting to the Skyline support board.
--Brendan