Originally posted by: BlueWeasel
MemTest is a RAM diagnostic program that tests all sectors of your memory, and it's widely considered by many to the best tool in this area. If you have a bad stick of RAM or have overclocked the memory past it's limit, the tests will likely return errors.
http://www.memtest86.com/
Note, it's an ISO file, so you'll need some way of burning it to a bootable CD. Simply burning the ISO file to a data CD won't work.