hey man, download it, unzip it, should be a memtest86.iso (image file) file their when unzipped. Use nero or what available cd burning software you have and on your cd burning software should have an option to burn cd image. click burn cd image select the memtest86.iso file and it will burn onto disc. restart the pc go into the bios set primary boot device to cd/rom and save and exit bios and the computer will restart and boot from cd and then it will automatically run memtest.
once you finished running memtest, go back into bios set primary boot device back to hard drive. and let us know if you got any errors on memtest :)