Memory Problem or something more sinister?
Where else should I look or try ?
First thing to try : See if you can boot your laptop into its BIOS and
switch to a full boot. You should than be able to see the BIOS checking all
of the RAM.
Second: On cold boot hit F8 t get XP to start into "safe mode" (not starting
most of the extra drivers and services). See what your memory app and
Process Explorer than says.
Third: you could try to boot an OS from USB stick  and see what that
 You could start with a bare-bones DOS or Linux , but IIRC there are a
number of bootable USB and CD images filled diagnostic tools. Download and
write / burn to USB / CD and they are ready for usage.
Hope that helps.