How do I check for bad RAM?

Here's the situation:

I've played Starcraft before on other computers and they never crashed for no apparent reason. I started playing on this computer, and it didn't crash. One day my brother got new RAM, had spares, and gave me a peice, so I had three, and the two that I already had were different sizes (256 and 512MB, I think), but the computer worked just fine. My brother's RAM was 512. I took out the odd size out and matched the two 512 RAM and put them on my motherboard.

Now Starcraft likes to crash. I took a look at the error messages and looked them up. One of the possible causes was bad RAM.
I also recently tried to install a new game, but it didn't work. After about two hours of looking, I found someone with the exact same problem, and they were told to check for bad RAM, and apparently this fixed the problem.

I want to know how to check for bad RAM.
This person with the same problem as I was told to use memtest86. If you are going to tell me to use this, please include an extremely detailed HOW or I will cry in frustration. I spent the past 3 hours tearing my hair out just trying to get this on a CD and work!
But if you have a much better, fuss-free way of checking for bad RAM, please do tell.

1. Download the "Bootable ISO (.zip)" version.
2. Extract the "ISO" file using Winrar, Winzip or 7-Zip.
3. Burn the "ISO" to a Disc as an "Image" and not a "Data Disc". Do not drag n' drop the "ISO" file onto a CD.

What burning application do you use?

Here's what I did when I tried to burn it:
Downloaded that file, extracted it.
Right-clicked on it, selected "Open With" and selected "Nero".
(I have the Nero Free version. (Not the 15 trial one.))
I couldn't figure out the "Image" thingy, but I was in the tab "Data Burning" (the only other option is "Copy CD")
I selected "Image Recorder" on the Destination drive thing.
I clicked "Burn". (The .iso file was already in the list because I opened it with Nero.)