Getting memory timings right is a bit of a black art these days, particularly if you're overclocking. Serious errors make Windows barf quite quickly, either on boot or when faced with a reasonably complex app.
More subtle timing issues may only show up occasionally, with a core dump or application crash.
I make sure that any systems I set up can run Memtest86 without hiccoughs for at least 6 hrs.
Can't remember when I last had a blue screen. I don't like MS business practices or attitude, but XP Pro, properly set up and with a little care and feeding, is very stable.
So is Linux....