Memtest86+ should be one of those utilities that comes handy when troubleshooting a problem with your PC or server when you suspect experiencing a hardware issue. Also, can help stress testing a new system especially a Server to test if the memory on the system is good and error free.
Memtest86+ and enhanced development of the original Memtest86 is a operating system independent utility based on Linux kernel to test the memory on a server or a PC. Memtest86+ is a bootable image that can be burnt of a CD using the ISO image or from removable media like Floppy disk or a USB flash disk (where supported by the BIOS) and run a complete test on the system memory. This as I said earlier, makes it a Operating System independent utility (not so surprisingly ;-))