Well, if you want to test the whole of the RAM you need
memtest86 - it's a bootable CD so it loads fast etc. All it will tell you though is whether the RAM can handle the speed youre running it at, you will need to reboot in between tests to bump up the RAM clock.
It's useful to have anyway as it's the easiest way to test for bad RAM - just pop the CD in, switch on and let it run...