From HCI Design:
MemTest is a RAM reliability tester that runs under Windows. It evaluates the ability of your computer's memory to store and retrieve data accurately. A correctly functioning computer should be able to do both these tasks with 100% accuracy day in and day out. A computer that fails these tests, perhaps because of old hardware, damaged hardware, or poorly configured hardware, will be less stable and crash more often. Even worse, it will become even less stable over time as corrupted data is written to your hard disk. By running MemTest you can ensure that your computer's RAM is correctly functioning.