System Flakyness

OK, not totally linux related, but hoping someone might have some suggestions.
I have an Athlon 650 running Win98SE (yeah I know, boo, hiss), but I use it for
games and such that don't exist for linux (Everquest). My system has been
acting up (Blue Screen of Death, etc...) and since these behaviors seem to have
become a common occurance (well more often than usual) in recent months I'm
beginning to suspect hardware trouble. I was wondering if anyone knew of a
utility (windows, dos or linux) that could do things like test my systems memory
for errors to see if that is the culprit.

I suspect the memory more than an overheat because the errors only seem to occur
when I'm playing EverQuest, and EQ needs far more memory than anything else I
use on the system. It currently has just 1 stick of PC133 128MB RAM.