Microsoft had their own free MemDiag ttool you could download. http://www.helpwithwindows.com/memdiag.html That by no means like other Microsoft freebies is the best however but runs in Windows. Most require a boot disk to run while "nothing else" is up and running to have total dominance of memory. This prevents anything else from interferring with the tests or effecting test results. That's the only running there.
Which memtest site did you go to? There are two main sites for different versions. The original is always found with it's own updated versions at http://www.memtest86.com/ The latest version 1.70 replaces the 1.65 that saw corrections needed due to the introduction of dual core cpus. http://www.memtest.org/
Microsoft did have a Windows version of Memdiag that wasn't "worth the effort" if you follow the drift there. When seeing scores of memory errors on the last build with spotless memory where even memtest was failing the MS version was a joke!
well, i did run the http://hcidesign.com/memtest/ test too and didn't get any errors. i posted in the OS forum that i am getting the blue screen of death but i have ran stress test on my cpu and the memory tests and found 0 errors, so i still dont know why i randomly get the blue screen of death
The BSOD doesn't always mean hardware there. Some driver clash or bad install of a program can see Windows crash. You may want to reduce the amount of items autoloading with Windows to isolate where the problem is and with what. Simply type in msconfig at the Run prompt and click the ok button or press the enter key to bring that screen up. The two tabs on the right side are the startup and services groups.
By unchecking the items and clicking the apply button you then have the option to restart the system at that time to see the changes made effective. In the startup group one simple tip is to choose the disable all option and then check the video and sound items. In the services group you first choose the "hide all microsoft services" option and then look over the items like antivirus and others.