One pretty good test is to recompile gcc from source. If it gets through it all in one go, you memory is likely to be fine. If it crashes part way, but then fixes itself when you re-run “make”, then you RAM has at least one transient error (like around 2/3 or RAM sold IIRC!)
There's also a RAM test program that comes on the install disks of SuSE. There may be others on other distros' CDs.
A cursory search on Google shows
http://www.memtest86.com/ http://www.benchmarkhq.ru/english.html?/be_memory.html and others.