I am using the latest version of Auctioneer, it worked fine till recentaly I started to get a message that interface was using more than 48m of memory and to shut down some interface addons and try again, then it would kick me out of WOW, I would get this when I would scan or search auctions, I do have Cosmo but I went in and shut down pretty much everything except a few things I use, and this still happens, when I turn off auctioneer everything works fine.
You should increase the memory allocated to your addons. This is done in the same screen when you actavate/deactivate your addons before you select your character. In the top right corner there is a place where you can allocate how much memory your addons can use. Try increasing it to 64 or 92 Mb and everything should work fine.