Be sure to burn the memtest ISO to a bootable CD and test that way. Tests more of the memory since it isn't in use by the OS.
I thought my other components were the problem as well until I tested each stick individually and consistently ran into the same bad memory locations (different for each stick of course).
The funny thing was, two sticks (each from different sets) passed memtest without a glitch. So I tested them together in dual channel and that worked perfectly as well. I didn't want to deal with trying to convince Newegg to let me keep one stick from two sets so I just RMA'd it all.
Like I said in my previous post, the local set I bought worked out of the box. Perhaps Newegg received a defective batch?
Oh and patience is the key. Testing each stick until the first error or 24 hours (whichever comes first) really eats up a lot of time
