Memtest is to be run from a bootable floopy, CD, or USB. It should be run at boot time with no OS present to hinder with the tests.
Memtest86, and Memtest86+ ... the programs used to test the RAM, both offer bootable executables, or ISO images to help with the boot time test.
You are running it from the OS itself, that's why errors are occurring.
More reading:
http://en.wikipedia.org/wiki/Memtest86