There are really two types of answers to this one.
1. Yes you have run out of space in TEMP and increasing the files allocated to TEMP might be your only solution. Be cautious as you might also just be running your query when TEMP has been filled up by another appliation query. If this is the case you might be abe to get away with running your query at another time. If not then just increase TEMP.
2. You can also look at your application and the query itself and verify it is optimal for the data you are going after. I have seen many TEMP areas get completely filled up just by an unused index.