Error message on a blue screen pops up:

Hardware Malfunction

NMI: Parity Check / Memory Parity Error
*** The system has halted ***

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I'm able to reproduce the error now, but I can't tell what it is:
When I watch this movie under Windows Media Player 10:
http://www.x-entertainment.com/thanksgiving/macyparade/1987/macystgparade87-marvelcomicsfloat.wmv

Right when he says, "Spectac-" (doesn't finish saying, "spectacular") I get the error. What is this problem?!

I'm running a Dell SC420 with a XFX 6600GT PCI-e card, cobra sound card, and IDE controller card (for a 200GB HD). How can I trouble shoot this?