Download Memtest86+ from here.
You need to scroll down the page until you see the three blue screenshots. Just below is the list of downloads for Memtest86+ V4.20. Click on Download - Pre-Compiled Bootable ISO (.zip) and save to your desktop.
When the download is complete right click the file and select Extract Here and burn the image to a CD.
In windows 7 right click the extracted file, select Open With, then select Windows Disc Image Burning Tool then follow the prompts. For all other versions of windows (if you do not have an ISO burner) download this free software.
isoimageburner
Boot the PC into the Bios setup and set the CD/DVD drive to 1st in the boot sequence. Insert the disk in the drive then reboot and the disc will load into dos. Leave the test to run through at least 8 cycles or until it is showing some errors. If errors show in the test, remove all but one of your RAM sticks and repeat the test on each stick until you find the one that is faulty. This is a long slow test and should ideally be run overnight.
The memtest will not be 100% accurate but should easily detect any major faults.