Från memtest86.com
Windows Installation
For windows installation begin by downloading either the Pre-Compiled Windows package to build a boot-able floppy disk or an ISO (zip version) to create a boot-able CDROM. After the file is downloaded an extract must be done to uncompress the file(s). To extract right click on the downloaded file and select the "Extract All" option. The extract option will let you choose where the files will be extracted to. To build a bootable floppy go the the folder where the files were extracted and click on the Install icon. The floppy disk will appear to be unformatted by Windows after the install is complete.
To build a boot-able CDROM use your CD burning software to create an image from the un-zipped ISO file.
Since Memtest86 is a standalone program it does not require any operating system support for execution. It can be used with any PC regardless of what operating system, if any, is installed. The test image may be loaded from a floppy disk or may be loaded via LILO on Linux systems. Any Unix, Windows or DOS system may be used to create a boot floppy or bootable CDROM.
