If you don't have Memtest86 or Memtest86+ stored somewhere then you really, really should. They are both superb applications for testing memory stability and integrity. Memtest86+ has been updated to version 1.60, with the following updates and bufixes:

New Features

# Added Detection for Pentium D
# Added Detection for Athlon & Opteron Dual Core
# Added Detection for 90 nm Athlon 64 / Sempron
# Added Detection for 90 nm Opteron
# Added experimental detection for Intel E8500
# Added detection for VIA KT880

Bug Fixes

# Correct Venice core detected as 0.13 µm
# Correct AMD751 not detected since 1.55
# Correct i855/DDR333 detection bug
# Correct E7xxx ECC polling (thanks to S. Wangnick)
# Removed E7520 ECC Support (not reliable)
# Added BadRAM patch
# Some minor bug fixes.

Grab Memtest86+ from Memtest.org, NOW!