for memtest86 the boot cd has to be an image. don't just copy the file onto a cd.
I have the same problem, although I have an older system. What did it for me was the ram speed (I have a northbridge, so my memcontroller is on the motherboard). I had to lower my ram speed down to 1067 MHz in order to pass everything. Even though I have 1600 speed ram.
Another good test was inteltest I think it is...good stress test for the CPU