6.  Follow the prompts on the screen to run the test (some versions will run automatically).  Run the test for a minimum of 3 passes (some recommend a minimum of 7).  Overnight is better.  There's some discussion that I've seen that running the test too long will generate errors eventually even if the RAM is good - I doubt that this would be true with an overnight test.

If the test starts spitting errors, stop the test.  If unsure it's the red stuff in the bottom half(s) of these screenshots:  http://www.google.com/images?q=memtest+errors&oe=utf-8&rls=org.mozilla:en-US:official&client=firefox-a&um=1&ie=UTF-8&source=og&sa=N&hl=en&tab=wi&biw=1280&bih=553.  
NOTE: Some versions will point out errors without highlighting them in RED. Read the screen carefully for any signs of errors. When in doubt, take a screenshot (with a camera) and post it for us to have a look at.

The next step involves opening up your computer.

NOTE: You can remove the CD/USB key once the test has started.

6a.   Run 2 tests - a test on the system the first thing in the morning (when the system is cold) and then another after the system has run for an hour or two.  If it doesn't run in Windows, run the memory test for ½ hour, then shut down and start it over.  This is because we've been seeing some issues with test results that differ when the system is cold and when it's warm.

6b.   Reseat the memory (and clean the slots out with canned air) and retest -  If your system spits out errors, then reseat the RAM and run the test again.  It should quickly tell you if the RAM is still bad, or if it was just a problem with dirt/dust in the slots.  This was my first great embarrassment when working in a PC shop - luckily I sent the guy to another shop for a second opinion!!!   Only used canned air - don't use a vacuum or an air compressor as they can cause damage (and blowing with your mouth can leave spit in the slots).

6c.   Run Prime95 - This test will stress the memory and may throw errors when MemTest86+ doesn't.  Use this when there are suspected memory errors but  the previous tests have passed.  An example of this is found in this topic:  http://www.eightforums.com/bsod-crashes-debugging/19998-event-41-category-63-a.html#post192827

7.  To open your computer, first unplug the system by pulling the plug from the back of the computer.  If it's a laptop, also remove the battery.  Open the case so that you can access the memory slots and blow any dust out of the case (so it doesn't get in the slots and cause problems with the connection).  Also, hold the power button down for 30 seconds (after unplugging) to ensure that the circuit closes and all components drain any accumulated charge. Then ground yourself by holding onto the metal of the case (to prevent static discharge from damaging the memory chips).  Remove the memory sticks by unlatching the clips at either end (Desktop) or on the sides of the modules (Laptop).  Note that the sticks have little notches in them to ensure that you put them back in the correct way.

8.  Insert one chip in the first slot (it doesn't matter which one you choose, as long as you keep track of them).  You will feel the clips snap back into place when doing this - but double check to make sure that they're solidly inserted.  Then plug the system back in and run the memory test.  Make sure that you keep track of which chips you have and which slots you've tested them in.

9.  Once the test is done unplug the computer again, hold the power button down for 30 seconds,  and ground yourself on the metal of the case.  Remove the chip and set it aside.  Then test the rest of the chips one at a time - following the steps above.

When that is done you'll know which chips passed the test and which didn't.  There's 3 possible outcomes here:
- all the chips passed the test
- some of the chips passed the test
- none of the chips passed the test

If any of the chips passed the test, use that one to test the rest of the slots.  If all the slots test good, then it's safe to assume that the chips that tested bad are bad.  If the chip only passes in some of the slots, then it's likely that the slots that it failed in are bad (which means a problem with your motherboard).

If none of the chips passed, then it's either that all the chips are bad, that the motherboard is bad, or that both are bad.  To figure out which it is, you'll have to either test the chips on another, known good motherboard, or you'll have to purchase new chips and test them.

10.  As always, if there's any problems with this or if you get results that you don't think agree with the testing, please post in the forums for help with resolving it.