I discovered that the usual Ubuntu boot CD menu still exists in 10.04 (Lucid Lynx). The way to make it come up is to be pressing the Left Control (Ctrl) key as the computer starts to boot from the CD.

So, Ubuntu installation CD's may still be used to test memory with the MemTest86+. Use the above method to get to the boot menu, and the memory testing program will show up on the list of boot options.