|If it shuts down then try another version of memory test.|
Shutting down is generally a bad thing but some other issues may cause it. Window vista and 7 dvd's have a memory diagnostic and almost every linux cd has memtest.
Be sure that your memory is being reported correctly for both size and type. Be sure that bios is being set for that memory correctly.
Shutting down in memory test usually is bad memory. Could also be power or temps or other issues like bios settings or voltage settings or just an oddity of the test.