BurnInTest is a software tool that allows all the major sub-systems of a computer to be simultaneously stress tested for endurance, reliability and stability. BurnInTest tests the CPU, hard drives, CD ROMs, sound cards, 2D graphics, 3D graphics, RAM, network connections & printers. The Pro version can also test tape drives, serial and parallel ports. This can all be done simultaneously as the application is multithreaded.
Having sad that just use Nero.. Dam I'm joking
Shareware
http://www.passmark.com/