SiSoft Sandra has a burn-in wizard. You can find it at
MajorGeeks.com, or download a copy from your favorite hardware site (I got it from Guru3D). Since it's the redistributable version, some of the tests, etc. are disabled, but it still has all the CPU and memory tests. The burn-in wizard lets you pick which tests you want to run and the number of times to run it. It's what I used to make sure my XP2100+ liked being an XP2400+.
Cheers,
JND