+1 for memtest. All u do is create a floppy off it, and then boot from it when u start up ur computer and run it. the best time to run memtest would be when ur sleeping, let it run all night,
For windows installation begin by downloading either the Pre-Compiled Windows package to build a boot-able floppy disk or an ISO (zip version) to create a boot-able CD-ROM
To build a boot-able CD-ROM use your CD burning software to create an image from the un-zipped ISO file. http://www.memtest86.com/