j@cko, memtest86 errors are not normal and not acceptable. Errors mean that your motherboard + memory combination does not result in acceptable stability, so try notching things more conservative. No errors does not mean that you are perfectly stable (just you aren't seeing any now), but it's a major step in the right direction. I always consider a run of memtest86 overnight to be a good acceptance test of motherboard + memory combinations.
Peter nailed it - voltage is a major issue these days. And/or try making your timings less aggressive.
My understanding from an article on that hardware site we don't talk about around here is that the Athlon platform is not highly sensitive to memory performance for overall performance, so if you have to notch down a timing, not a big deal. The P4 platform is more sensitive to memory performance.