Is this you? This could be a sign that you might have some bad RAM, amongst other problems that I won't get into here.
RAM (Random Access Memory) is a somewhat cheap yet necessary component in your computer. There are really two major types in use today - SD-RAM (Single Density RAM) and DDR (Double Data Rate) SD-RAM (DDR-RAM as it is most times called). If you have an older computer, it may be using normal SD-RAM. New computers all use some type of DDR-RAM.
Testing RAM is really simple. Personally, I use a free program called memtest86. Download the CD image, burn the image to the CD, and restart your computer. It will run the test by itself, you don't need to do anything. The more RAM you have, the longer it will take, but it will just keep looping the test so you'll need to look at the computer every so often.
The results will be on the screen.
0 errors: Well, your RAM is fine. Start looking for other solutions.
1-20 errors: It could have been a slight glitch, let it test again to see if you have those errors.
More than 20: Typically, if you have more than 20 errors, it isn't like 21 or 22, but more like 450,610 errors or something. In this case, there is something wrong with your memory.
If this is a new stick of RAM, try swapping the new stick with an old stick's slots to see if that works. If that doesn't work, try testing just the new stick and just the old in all of the slots. If they work independently correctly in all of the slots, most likely you have just gone past the maximum capacity of the motherboard for RAM. If one slot causes the errors, you may have a damaged slot on the motherboard.
If one stick doesn't work correctly in your computer at all, either your computer cannot handle that particular stick of RAM (too slow, too large) or it is a bad stick. Either way, return it immediately.
If this is an old stick of RAM, first isolate the stick through testing to find it (just putting in one stick at a time, test, if it passes move on to the next), and then return it to the manufacturer or buy a replacement.
I hope this helps!