I once had an ASUS P4P800SE system with a Prescott P4 3.0 Ghz @ 3.6. It was a dream system for about six months.
I added a video-capture dual-tuner card in the interim. about two months later, Win XP Pro began to show lockups and crashes.
I started testing with MEMTEST86+ at the same settings, and suddenly thousands of RAM errors were being reported.
I reset the system to defaults, and all was fine, but any OC settings would cause the same problem. I had RMA'd the RAM, and OCZ sent me a replacement set of XTC modules.
The memory had been OCZ Gold EL DDR-500's. The replacement set was OCZ XTC Platinum DDR-500s. MEMTEST-ing those at the OC settings, the same thing happened.
In brief correspondence with the OCZ tech-support and others, we concluded that the memory-controller had gone south.
Sooo . . . . . I'd recommend that you try and get all the hardware you intend to use into the system before you OC and stress-test. Oh -- one more thing -- I had been using one of those OCZ DDR-Booster cards. I became very suspicious of it after my problems surfaced. But testing without the Booster -- resulted in the same symptoms, and it wasn't the RAM.
I was lucky I could still get one of those motherboards for around $90. After that -- no problem. ASUS, of course, would not honor warranty replacement, because I'd sinked all the Mosfets and other components using Arctic Silver Thermal Adhesive (two-part epoxy).
Such is life.