winxp blue screen during shut down

I have a dell deminision 2300 with winxp sp2. When I start to shutdown I get the blue screen. This has happen about 4 times in two monthes. The only thing that I have done is change the memory. The memory I am useing is kingston value ram pc2700 512mb. Could this be the problem. Please help if you can.

Note: The blue screen only happens during shutdown.

Thank You

[google]Memtest 86[/google] would be one thing to try. The next would be to see what the error message is to help sort this thing out.

Are you talking about the error message when the blue screen comes up.