|Go to Start > Run, type CMD then click OK. Type CHKDSK /R, then press ENTER (I recommend CHKDSK /R rather than CHKDSK /F).|
If you don't have Run on your Start menu, go to Start > All Programs > Accessories & click on Command Prompt. Then do as explained above.
You can also do it using the GUI instead. If you go that route, check both boxes: