RAM (memory) is one of the most likely hardware components on a computer that can fail. Faulty memory can cause many problems even if the PC continues to run. For example, unexpected restart, shut down while booting, blue screens, disappearing applications, or even that the operating system does not install, etc may be the result of a faulty RAM.Memtest86+ is a free application designed to run from a bootable floppy disk, CD-ROM, USB Drive, or from a suitable boot loader without an operating system present. With this utility you can test whether your memory is in working order. Memtest86+'s tests are comprehensive so it can find otherwise hidden problems on machines that appear to work normally. With many chipsets, Memtest86+ allows counting of failures even in error-correcting ECC DRAM.
This is very simple to operate. Just download the appropriate ISO file and burn in to a CD Rom / USB Drive / Floppy Disc and boot with it. When you are done testing simply remove it and restart your computer, if ever you want to execute the test again simply reinsert the disk and reboot/start your computer. More details here / here / here
Download (updated 21 / 2 / 2008)