Using Memtest86

If you downloaded the pre-built ISO from the Memtest.org website and burned the ISO to a CD you have a bootable CD. 

The best way to burn the ISO to your CD depends on your software.  If you have Win7, just double-click the ISO image and it'll write the image to the disc.

Then reboot your computer and, depending on the motherboard, press the appropriate key to get into the boot menu and choose your CD drive with the disc still inserted. It should boot from the CD and start on its own.

But you haven't told us enough about your software or your motherboard for me to give you specific step-by-step instructions.   A little more info would be helpful.  In the meantime I think I'm goign to go listen to Yellow Brick Road.

Sorry.  The DAW is an Intel D-940 dual-core processor on an INtel D975XBX2 mainboard, 4 gb RAM, two Maxtor IDE HDs, running Win XP sp2, and Mackie 1640 Onxy with FW card for audio in and out.
 
 

Also when you burn the ISO to cd adjust your settings to the slowest burn speed.

So now I burn that file to CD, pop the CD into the computer's CD drive, and reboot. Then what?

Set your bios to boot from your CD/DVD drive as the first device, the reboot. The CD will spin up and you will magically be transported to the wonderful world of Linux, which will have taken control of your computer. A variety of tests will be run. Full testing takes a looooong time even on a fast computer, so most people set it to run overnight.

http://www.overclockers.com/forums/showthread.php?t=409152

EltonJohn


Ah, yes.  I'm beginning to understand: the file I downloaded ALREADY is an .ISO file.
 
So now I burn that file to CD, pop the CD into the computer's CD drive, and reboot.
 
Then what?
 
Thanks for putting up with my ignorance.   

If the two other answers to this question weren't enough, let me add this ... I just went through this same exercise last weekend.  There are really two challenges: how to create the bootable CD and how to get your BOIS to look for it upon start up.  In the first case, I was as in the dark as you, but using Nero, it sent me down the correct path in spite of a bad choice on my part as to how to proceed.  I can't help you beyond that.
 
Once you have a bootable CD, intercept the normal startup (your bios will tell you what key is needed to do that, but you need to be quick).  If Windows starts, you've missed your opportunity.  Somewhere in your bios settings, you can tell the system to look first for a CD with a bootable OS before looking on your main hard drive.
 
If you've succeeded, you'll know right away.  Memtest will clearly be in control of the system.  Good luck.

Use Memtest 86+ to test only one DIMM at a time. If you run it with multiple modules installed and find an error you won't know which of them is defective.

Well actually it is possible to figure out which stick is sick if you know how the slots are mapped, but for most situations that is good advice. One problem is that (as in the OP's situation) there is a good probability that the sticks are OK, but incompatible with each other or the board. In that case Memtest will probably not find the error testing individual sticks. It may well not find the error with all the sticks in place either unless it indicates less memory than you have installed for example.