Download memtest86+ from
Memtest86+ - Advanced Memory Diagnostic Tool, burn it to CD, boot it and let it run for a few hours. If you get any errors, you have bad memory.
Download prime95 or orthos (you can google them, I can't remember the sites off the top of my head) and run an instance of prime95 per core (2 if you have dual-core, 4 if you have quad) or use orthos to load both your cores and let it bake your CPU for a couple hours. If you get errors, you could have one or several issues such as under-voltage, overheating, bad CPU, bad motherboard, bad power supply, etc.
I use NOD32 as my anti-virus solution for my "browsing" PC and it works pretty well but there was a recent article on DailyTech or Slashdot that said that the heuristics for detecting viruses and maleware decreased in effectiveness from ~50% to ~30% this past year.
The best thing you can do is to get a program like Acronis TrueImage (I use it
extensively) from
Backup software for data backup and disaster recovery in Windows and Linux - Acronis and make backups of your system that way. I don't trust MS's backup program or their System Restore software. Acronis creates an actual image of your hard drive via a bootable CDROM that is really Linux behind the scenes. Acronis has a backup utility from within Windows but, knowing how Windows likes to lock files, you'll always get a better true copy if you boot something external that's not running off the hard drive.
Do your system logs show anything? Control Panel -> Administrative Tools -> Event Viewer