This sounds like a Windows problem. First, did you install the SATA drivers by pressing F6 when the windows install begins? They should be on an included CD or Floppy. Also, are using a PCI graphics card for the moment? That can cause weird problems. Memtest86 is actually included in some of the latest bios's for your board; you need to stick the bios file on a bootable floppy, and if the boards bios doesn't include awardflash you need that as well (do a google search, check the forums at dfi-street.com, they will help over their more specifically addresed to the board). Otherwise, running memtest of a boot floppy/cd works as well. First I would try fixing your windows installation (are you using a slip-streamed service pack 1/2 install cd?). You need the drivers off the cd to get your ethernet working properly! All the other programs mentioned work directly from windows. Prime95 is free, I also reconmend SuperPI for quick stress testing (also free). They are easy to use once you get them. I would get a good windows install and then run Prime overnight to see how stable the comp. is before you begin overclocking.
Sam