begin troubleshooting by testing the RAM modules one at a time, and the hard drive.
For both tests you will need to create a CD that you can boot your PC from to run the test:
1) RAM test, use
Memtest86+: http://www.memtest.org/
2) HDD test, use the manufacturer's
diagnostic software for DOS. The links are here:
http://www.tacktech.com/display.cfm?ttid=287
To create a CD from each of the two ISO files you download from the above links, you can use
IMGBurn :
http://www.filehippo.com/download_imgburn/
Both CDs will be bootable, so boot your PC from one of them and perform the relevant test.
When that's finished, boot from the other CD to perform the other test.
If you post again on this problem and need further help with it, please be sure to mention what tests you've already done, and the test results, so we don't keep giving you the same advice you've already acted on.