The problems Memtest86 found seemed to have been the cause of my NWN problems. I'll describe what I did in Hardware and a guess at the cause when I get a chance. The short of it is that it seems that my MB can't handle all 3 DIMMS being installed. When I take one out, no errors and NWN runs fine. I can live with 640MB till I figure out a way around the problem, if I bother.
Thanks for the tip. I guess I'm too used to blaming these kind of problems on the sofware. Bill has trained me well.