Go to start, and type memory diagnostic. You can use windows built in one.
Also, another option would be to take out one stick, if that doesn't work try the other stick.
*NOTE* a good suggestion is to try a few slots too, it could be the memory slot that's the problem.
Also be sure that all bios settings are correct, especially voltages, memory timings and FSB. If you have any overclocks nuke them, run the system with the side off and check all the CPU temps - it could be that the heatsink isn't fitted right and therefore is giving a bad reading or something.
Try the memory first though, do the check then do one test at a time. You can also use a Linux live CD to see if it's a windows issue or if it's hardware.