OK
It's a tiny download. I'm sure you have a blank CD?
What we are going to do is, place 2 1gb sticks in the blue slots (1 and 3, I'm pretty sure), then boot the machine with the memtest CD in there.
It may take a bit, maybe 45 minutes, but we need to let the test finish, and see if any errors pop up. If no errors, great.
Then we pop in the XP cd and give the bastard a try. If it doesn't work, we are going to try something else.
/edit: also, your 'issue' with vista is almost assuredly from running disparate ram modules in dual channel.