I think Memtest's website tells how to burn it to a disk. As far as the memory configuration goes I would leave it all installed and run the test. If it finds any errors then put them in one stick at a time to see which ones are faulty.
Also Vista and windows 7 have a built in memory tester. Go to the search bar and type in memory and it should come up. It will ask to restart your computer then run the tests when it boots up, when its done windows will load again.
You can also get to it the same way you get into safe mode, use F8 while its booting up I think. Then Tab to the bottom and choose the test memory option.
Paul