the memtest is just a bootable floppy (and i think CD if you like) You just run the program and it installs it on a floppy and then you restart and let the computer come up on floppy. It runs the test on its own...
If you have more than one stick of memory I would recommend taking all but one out and then testing overnight and doing it again with all the sticks until you find the bad one(s).
The two files that you can d/l are memtest86-3.2.iso.zip for CD or memt32.zip for floppy.
For the CD file just extract and burn the ISO to a CD with your favorite buring software.
For the Floppy file extract all the files to a temp directory and run the install.bat file and then follow the instructions.
Hope that helps a little.
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