Memtest86+ is a bootable, DOS based tool which thoroughly tests the RAM of your PC for any errors. If you computer occasionally hangs, reboots or keeps getting Windows stop errors (aka BSOD or blue screen of death errors) then give this a tool a shot to test your RAM. Once downloaded, just run the executable and it will create a bootable floppy disk with Memtest which will run whenever you boot the computer with the disk inserted.
Edit: There is also a version of this that can boot off a USB drive instead of a floppy disk which you can download Here.
Download at Official Memtest86+ Site – (68.4kb)