Eskimo,
Do you have more than one stick of memory? If so, power down, remove the second stick of memory and fire it up with only the first stick in it. See if it's stable. Then shut it down again and take out the first stick and put the second stick in the first slot. Fire it up and check the system out. That should tell you if your memory is bad.
I had TONS of problems with my system being unstable when I first got it. I tried a ton of stuff. I never tried the memory because I ran a memory test and it passed. Finally, I ran out of things to check and did the above procedure. It turned out that one of my memory sticks was bad. I returned it. Within a week, my second stick stopped booting the system too. I returned it too. I haven't had a problem since.
I bought Corsair (not the value stuff) as that is the most reliable brand. That's part of the reason I was so sure it wasn't memory. In doing my investigations on the net for a solution to my problem, I found that bad memory was by far the most common reason for people having instability.
BTW, what OS are you running? I have been running 98SE forever (about) and it's pretty damn stable for a MS OS. I tried XP and could not ever get it running correctly. It would always blue screen on me within a couple of days of installing it.
What kind of power supply do you have? How many watts is it rated for?
I'm running:
Antec 400W P/S
Epox 8KHA+ motherboard
Athlon XP 1800+
2x Corsair PC2100 CAS 2.5 256Mb RAM
GeForce 3.
