Check the following in BIOS:
RAM Voltage against RAM manufacturers spec (e.g. 1.8V)
Timings against RAM manufactureres spec (e.g. 4-4-4-12 or just CAS 4)
If you are not sure then post back what RAM you bought. It's usually fairly easy to look up.
If those are set correctly then download memtesti86 (click here), unzip and burn to CD.
Reboot your PC with your CD drive as first boot device. This will test the installed RAM to make sure it isn't defective. Takes around 30 minutes.