I've had that error on Windows XP and 7 machines, even with ram checking out. memtest is a good idea, there are other memory tests on Hiren's Boot CD too including a Windows one. I always run more than one.
It's likely that this comes from a particular program being shut down, you can try disabling your Tray Icons one by one until the error no longer shows, then once Identified, re-install the Program that causes it.
On all of the computers I had where this occurred, it only happened during shutdown and it never caused me any problems while Windows was running. But it is kind of irritating, sometimes you have to click on that before the system continues to shut down. I have a program installed that forces that off if it occurs, but it is a paid program.