CrystalDiskInfo looks fine - thanks for that.
Nope, you're doing it right. Once you have installed Memtest86+ on your USB drive, you will want to boot the computer from it.
Shut the computer down and insert the USB stick into a free USB port. Unplug any other USB devices except for mouse and keyboard. Turn the computer on. Hopefully, the computer will boot into the memtest86+ test and you will see a screen like this:
This is Memtest86+. Let it run for at least 8 passes, this will normally take a long time, so it is recommended to run it overnight when you don't need the PC. If memtest reports any errors, let me know.
If memtest86+ doesn't start and the PC boots into Windows normally, you will need to change the boot sequence:
Here's a partial list of ways to access the built in boot menus of different systems. Press the appropriate key when the first screen shows up after you turn the computer on.
HP/Compaq - Esc (starting to use F9 also) (F10 will usually access BIOS)
Dell - F12 (F2 will access BIOS)
Gateway/eMachines - F10 (moving to F12 with newer models) (F2 will access BIOS)
Acer - F12 (not always) (F2 will access BIOS)
Toshiba - F12 (older systems will be different)
Sony - usually will boot to CD, may ask you to "Press any key to boot from CD"
Asus - Esc (F2 will access BIOS) F8 on some systems (mostly older). Tab will display the boot screen
Samsung - Esc (F2 will access BIOS)
Nokia - F12 (F2 will access BIOS)
Lenovo - F12 (?Del wil access BIOS)
When the boot menu appears, select USB Device to boot from it. This will start memtest86.
Hope this clarifies things!