Follow these steps:
Here are some programs which will come in useful when following the steps -
Hard Drive:
Memory:
Run Memtest86+ for
least 7-8 passes, and preferrly overnight as it can take a while to fully complete.
Test each
RAM stick individually, if an error is found then move the same RAM stick into the next DIMM slot and test again, if errors are found for the same RAM stick in every available slot then you have a faulty RAM module. On the other hand, if no errors are found in the next slot or the other slots for the same RAM module, then you have a faulty DIMM slot.
Test each RAM stick and every motherboard DIMM slot available.
Graphics Card:

Read all the steps within the hardware test tutorials very carefully, as stress tests is designed run components to their maximum capacity, in order to point out failing or faulty hardware components.