New PC -> RAM broken?

[Magentix]

Hey,

I just bought a new PC and it's already giving me trouble..

Specs:
OS - Vista Home Premium 64bit SP1
CPU - Intel E8500
Mobo - Asus P5Q
Graphics - MSI HD4850
RAM - 2x2GB 800Mhz G.Skill (4gb ddr2 800 4GBPQ CL5.0 (kit of 2))
SATA optical drive
SATA HDD


Now, when I first booted my PC, everything worked fine. So I started installing Firefox, then Panda Anti Virus 2009 and some FF addons and Thunderbird.

As soon as I tried to install Java Runtime Environment plugin through FF, my screen turned off and my fan started spinning like crazy...

After that, I had to reboot manually (ouch). I have since tried several ways to install JRE, but every time I get either the fan trouble, or a BSOD showing error 0X1A MEMORY_MANAGEMENT. (It's about 50/50 what I get)

I thought "meh, let's leave it for a moment and google it later" and installed BF2142+patches and MSN messenger just fine...
However, when trying to install Adobe Acrobat Reader, I got the exact same BSOD again...

Up until now, JRE installation attempts keep bluescreening me and Acrobat Reader finally managed to install after 5 crashes...

According to Google, MEMORY_MANAGEMENT BSODs are usually RAM-related, could anyone help me analye this problem please?

I can hardly believe a new comp that costed quite a buck is already bluescreening me when simply trying to install Java... :'(

 

[Prometheus]

Is your BIOS up to date?
Anything overclocked?

 

[Magentix]

New PC, so should be up to date and nothing is overclocked.

 

[Magentix]

Bump with the BSOD codes, running memtest now:
0x0000001a (0x00041790, 0x801[VARIESX3], 0x0000ffff, 0x00000000)

 

[Prometheus]

Did you build this or buy it from somewhere. If you still have warranty, take it back and see if they'll replace the RAM or something.