Memory testing utility
If you need to test your RAM, Microsoft offer a free tool called windiag. The tool has its own loader, so it works autonomously for Intel or AMD processors, this means it works for Intel Macs or Linux Systems just as well as for Windows machines. You can download the ISO file here, burn a bootable CD and boot your computer from the CD. That's it.
Go here for the German windiag website.
And here's a reminder on how to burn an ISO disc image in Mac OS X:
1. Insert a blank disc.
2. Start Disk Utility.
3. From the File menu, choose Open Disk Image and select the ISO to be burned.
4. In the list of volumes, you will now see an item representing the ISO file. Select it.
5. Click the Burn button and follow the instructions.
This reminder is courtesy of vocaro on macosxhints.com. Thanks!