We can help you. For starters please post your system specs and tell us your OS, Win xp?
To answer your memory testing question - to run testing utilites off of Hiren you want to boot from the hiren CD and then choose testing or memory testing until you see a utility called memtest 86.
To boot from hiren you will need to set your BIOS to boot from the CD.
You will also find hard drive test utilities in there, choose the one that is made by your HD mfg.
Run Orthos from within Windows and report your temps using a temp utility, such as speedfan or coretemp, to us and if you get any errors.
XP is set to reboot automatically when there is any system crash. So your problem is very general and could be anything at this point. Go to 'start' 'control panel' 'system' 'advanced' and then under 'start-up and recovery' click 'settings' and then under 'system failure' uncheck auto restart. Now when you crash you should see an error message.
We may be able to narrow it down for you. If you need more help with any of the above just ask.