OK - to make a bootable CD for Memtest, download the pre-compiled bootable ISO (zip) from
HERE to your desktop.
Extract the zip contents to your desktop (right click the file, select 'extract to here')
Open Nero SmartStart, go to Copy & Backup>Burn Image to Disc - browse to the file on your desktop called 'memtest86+-1.65' click on it and press 'open'.
Nero will then bring up the Burn Compilation Box, make sure you have a blank CD-R in your drive, then click 'Burn'
Go have a cup of tea whilst it finishes.....
Once finished, do as Floppybootstomp says in post#15 and make sure your boot priority is for your CD/DVD drive first.
Put the CD in the drive and re-boot - then follow the instructions.
When finished, remember to take out the CD and re-boot, go back into the Bios and change the boot priority back to your Hard Drive as No1.