# cd /boot/
# wget 'http://www.memtest.org/download/5.01/memtest86+-5.01.bin.gz'
--2015-01-17 14:44:24--  http://www.memtest.org/download/5.01/memtest86+-5.01.bin.gz
Resolving www.memtest.org (www.memtest.org)... 217.70.182.162
Connecting to www.memtest.org (www.memtest.org)|217.70.182.162|:80... connected.
HTTP request sent, awaiting response... 200 OK
Length: 55810 (55K) [application/x-gzip]
Saving to: `memtest86+-5.01.bin.gz'
100%[===========================================>] 55,810      58.0K/s   in 0.9s
2015-01-17 14:44:25 (58.0 KB/s) - `memtest86+-5.01.bin.gz' saved [55810/55810]
# gzip -d memtest86+-5.01.bin.gz
# cat << EOT >> /etc/grub.d/40_custom
menuentry "memtest86+-5.01.bin" {
    set root='(hd0,msdos1)'
    linux16 /boot/memtest86+-5.01.bin
}
EOT
# update-grub