Am I understanding you correct? Have you on the soapUI Runner clicked "Settings > Advanced > concurrentSamples" and changed it to more than 10000 and done the same thing from the Workspace view with "Settings > Execution > Max internal threads"? That's the only way I can see that would make you surpass 1000 concurrent requests.
If that's indeed what you've done (and what you want to do), then you could change "-Xmx768m" in the file loadUI.jnlp (open it in notepad or similar) to "-Xmx1024m" or even higher (-Xmx1024m means use at most 1024 MB of memory). When increasing this doesn't help anymore (you're machine is no longer fast enough), you switch to Distributed mode and start distributing your TestCases to either other machines of yours, or to Amazon EC2.
For your particular soapUI TestCase though, I'd replace the soapUI Runner with a Web Page Runner (since you're just seem to be doing a HTTP GET request). A Web Page Runner will most likely require less memory.
I just successfully tested ramping up a soapUI runner (with a simple soapUI TestCase) to 9000 concurrently execution soapUI TestCases with "-Xmx1024m" in Local mode on my machine. That means 9000 x n, where n is the number of agents.
Regards!
/Henrik