Download Prime95
here and run the torture test for at least 6 hours to test your system stability.
If it errors, try running
Memtest
If P95 fails but Memtest shows your memory is ok take a look at your boot sequence with
BootVis
If you can't pin down the problem to your currently set start-up processes and apps, use msconfig to deselect your system.ini, win.ini, all services except Essential and all startup items. Reboot and run the P95 torture test again.
If it still errors, disconnect/remove all hardware, drives (inc. floppy/optical) and pci cards. Leave just one hard disk, one memory stick and your graphics card.
Try P95 again.
If it still errors buy a new psu.
TOG