In case you want to stress-test a Windows Server, or Desktop, here’s a trial version of software that can do just that.
BurnInTest, created by PassMark.
The trial version is limited to a 15 minute stress-test, but this can be sufficient to identify common issues (such as broken memory, or hard disks) while remaining in Windows.
If you have more time, and physical access to the server/desktop, you can also use Memtest to verify your memory isn’t corrupt. It requires a bootable CD, so this isn’t always an option, as the server will be unavailable during that period.
If you quickly want to check your server’s hardware, I recommend BurnInTest, especially because it’s free :-) .
the memory test on the ubuntu install disks is very thorough (i usually run for 4-6 hours on new mem sticks and call it a day)