Yeah, but the CPU companies do their tests at non-overclocked levels. Your cpu could have failed their tests at a few mhz above its normal speed, so their tests don't help someone who's pushing their cpu beyond normal speeds.
I think Prime95 does a very good job testing the cpu (and I've seen it catch a few memory errors too). Have you tried a looping 3dmark or sandra test? I'd back down a bit (or up the voltage maybe) if your getting errors in Prime95, those little things can corrupt your operating system over time. But I tend to error on the cautious side when testing an oc.
Memnoch