Memtest86 - A Stand-alone Memory Diagnostic
Memtest86 is thorough, stand alone memory test for x86 architecture computers. BIOS based memory tests are only a quick check and often miss many of the failures that are detected by Memtest86.
Linux:
http://www.memtest86.com/memtest86-3.0.tar.gz
Windows:
http://www.memtest86.com/memt30.zip
More Info:
http://www.memtest86.com