If you are an overclocker, or are just suspecting a memory problem with your computer, you should probably run some memory tests. Rather than spending money, you can use the free tool included in Windows Vista.
Using this tool will require a reboot, so keep that in mind before you launch it.
Type in memory into the start menu, and you should see the first option will say Memory Diagnostics Tool.
A dialog will pop up asking if you want to reboot and check for problems now, or check for problems the next time you restart.
If you choose to restart now, Vista will reboot into the memory diagnostic utility:
You can also get to this utility directly from the boot manager menu. You’ll notice it at the bottom of the window in the screenshot below:
Getting to it is a little strange, though, if you only have Vista installed on the machine. You’ll have to hold down F8 for the boot menu, and then hit Esc to get to the screen above.