Struggling with BSOD

Hi! My english isnt the best, but ill try to explain.

The BSOD suddenly pops up whenever it wants, and I get it alot. Im not a computer man, so I dont understand what to read, or what to do. But I hope you guys can figure out the problem, or atleast get me closer to a solution. Ill add the minidump file here, and hope for quick response on the problem. Just ask me if you have any questions regarding my computer please. Ill answer as fast as I possibly can.

I also noticed a file named MEMORY.DMP which was 211 568kb, should I upload this file too? Or is it something else?

"I'm not a computer man"... What is the computers make and model? What version of Windows is installed?

Specs:
Graphics Card: Nvidia Geforce 8800 GT
Processor: AMD Phenom 9850 Quad-Core Processor
Motherboard: MSI K9A2 Platinum
RAM: 4GB (Corsair) Something, not sure
OS: Windows XP Sp3

Ive built this computer by myself, so these are the speccs.

Run Memtest86:
http://www.memtest.org/ Create a Memtest86 bootable CD or DVD and boot the computer with it. Let memtest86 run for at least 7 passes. Check the hard drive for errors first