bad memory?

Lately I've been getting alot of BSOD's (maybe once or twice a week), and every time it says something about memory failure. Its a gig stick of pc2 4200 in my inspiron E17065. I bought it as an upgrade and recently its been giving me problems.. I also have a 256mb stick of something that came stock with the laptop. I took out the gig of OCZ and now its been running find and I havent been getting any bluescreens.

Now my question is, how can i go about getting a refund/replacement since I bought it over the summer? I got it from newegg, and I doubt i still have the receipt, but its probably in the order history or something. Also, would OCZ's warreny cover it? thanks for any advice