Make sure, you select tool, which is appropriate for the brand of your hard drive.
Depending on the program, it'll create bootable floppy, or bootable CD.
If downloaded file is of .iso type, use ImgBurn: http://www.imgburn.com/ to burn .iso file to a CD (select "Write image file to disc" option), and make the CD bootable.
NOTE. If your hard drive is made by Toshiba, try the Hitachi DFT CD Image version of the software
Thanks to Broni for the instructions
If you have more than one RAM module installed, try starting computer with one RAM stick at a time.
NOTE Keep in mind, the manual check listed above is always superior to the software check, listed below. DO NOT proceed with memtest, if you can go with option A
B. If you have only one RAM stick installed...
1. Download - Pre-Compiled Bootable ISO (.zip). If you prefer to use the USB version then use this link USB KEY
2. Unzip downloaded /memtest86+-4.20.iso.zip file.
3. Inside, you'll find /memtest86+-4.20.iso file.
4. Download, and install ImgBurn: http://www.imgburn.com/
5. Insert blank CD into your CD drive.
6. Open ImgBurn, and click on Write image file to disc
7. Click on Browse for a file... icon:
8. Locate [b/memtest86+-4.20.iso[/b] file, and click Open button.
9. Click on ImgBurn green arrow to start burning bootable memtest86 CD:
10. Once the CD is created, boot from it, and memtest will automatically start to run. You may have to change the boot sequence in your BIOS to make it work right.
To change Boot Sequence in your BIOS
Reboot the system and at the first post screen (where it is counting up memory) start tapping the DEL button
This will enter you into the Bios\Cmos area.
Find the Advanced area and click Enter
Look for Boot Sequence or Boot Options and highlight that click Enter
Now highlight the first drive and follow the directions on the bottom of the screen on how to modify it and change it to CDrom.
Change the second drive to the C or Main Drive
Once that is done then click F10 to Save and Exit
You will prompted to enter Y to verify Save and Exit. Click Y and the system will now reboot with the new settings.
The running program will look something like this depending on the size and number of ram modules installed:
It's recommended to run 5-6 passes. Each pass contains very same 8 tests.
This will show the progress of the test. It can take a while. Be patient, or leave it running overnight.
The following image is the test results area:
The most important item here is the “errors” line. If you see ANY errors, even one, most likely, you have bad RAM.