You can do 4 at a time, but if an error occurs, you still have to eliminate the other three.
Your board supports UEFI BIOS so you should be able to insert the stick, reboot, and the program will run. See
MemTest86 - Configuring MemTest86.
Beginning with W7, Windows itself has an effective memory tester built in, called
Windows Memory Diagnostics Tool. It is not quite as comprehensive, but if it finds an error, the RAM is bad.
Note, however, while software-based RAM diagnostic tools are good, none are 100% conclusive. If they report any errors, even one, the RAM is bad. But it is not uncommon for them to report no problems, yet the RAM still fails in use, and/or when paired with other RAM. So, swapping in all new RAM is often the best test - but of course, not everyone has a bunch of spare RAM laying around so you might try running with just a single RAM stick to see if it fails. Repeat process with remaining modules, hopefully identifying the bad stick through a process of elimination. Just be sure to unplug the computer from the wall (and remove the battery if a notebook) and touch bare metal of the case interior BEFORE reaching for the RAM to discharge any destructive static in your body.
To
conclusively test your RAM, you need to use sophisticated and
very expensive test equipment, like this
$2,495 Memory Tester (and that's for the cheap model)! So it is usually easier (and cheaper!) to swap in known good RAM and see what happens.