Memtest86+ is a new and enhanced memory test application based on a version of memtest86 - see here for details. As well as testing memory, it can also identify memory modules (DIMMS) by reading the SPD EEROM in each module and display other chipset information. You can include this test into any grub4dos menu.lst file as an extra menu option.
You can download the binary application as an ISO file or as pre-compiled binary. However, to use the pre-compiled binary you will need to use the kernel command in grub4dos but on some PCs, this option does not work because the kernel command loads the binary file into an area of memory which is limited in size and so you will receive an 'error 28: selected item cannot fit into memory' message.
To avoid this issue, the following method is recommended: