This would most likely be an overclocking issue, but I guess it isnt if you're running stock.
Make sure that your motherboard has got the correct memory speed/timings set up for you - if they are set too fast then this can and will cause the symptoms you're having (had it myself).
I'd suggest checking for heat/power issues and making sure everything is seated correctly; make sure that your heatsink/fan is seated correctly in particular.
Also, have you had this system overclocked? After all its the only real reason for buying a Pentium D 805. You may have caused damage to your CPU and/or other components.
Unfortunately though, if everything is configured correctly and you've tried reinstalling windows, then the only remaining possibility I can think of is faulty component(s).
Try just one RAM module (if you're using two) and see if removing one fixes it.
Other than that I'd suggest trying other components if you have them.