Three possibilities immediately come to mind:
Large enough power supply?
I'd start by running Memtest86 to see if it finds any errors. You can download it here.
It's a bit tricky because you have to create a bootable CD or floppy. You can do this with something like EZ CD Creator. If you don't have something like that, the floppy might be easier.
You can let boot up your pc with it and let it run through as many times as you like - it won't stop until you tell it to.
If it doesn't find any errors, we can go on to the next step, which would be to check the BIOS version.