HERE'S A VERY RELIABLE FREE SOFTWARE TO TEST ANY TYPE OF MEMORY MODULE:
http://www.memtest.org/
It's called Memtest86+, and I found it very thorough and deep when it comes to testing every adressable bit of memory (EDO/SDRAM/DDR).
It's not enough that Windows can boot then we say that our RAM is OK.
A memory module with failing address bits or intermittent errors can still enable the system to boot into Windows, but then we get lots of surprises such as System Hang, Blue Screen, or Windows behaving erratically. Or a failing memory module can even corrupt a hard disk.
Try it!. Highly recommended.