Shoutbox

Allow me to oppose, but it sounds to me more likely your CPU
1) is not being cooled properly (check your heatsink or redo the heat paste) (you can also boot into windows and use temperature monitoring programs to see if your cpu is overheating)
 
2) is not supplied with enough power (maybe you forgot some 2x2 or 2x4 power supply plug)

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Oh and your questions..
Most motherboards boot with only one memory module installed. Get the manual and look for which DIMM slot the module should sit (should be the first slot though)

Most memory module manufacturers have their product under lifetime warranty (at least so in Taiwan) and you probably can have your modules fixed/exchanged-for-new at no charge. Depends on your memory module manufacturer though.