As said above, SeaTools for Windows is very easy to use. Run the tool, select drive (s) for testing, and choose a diagnostic test from the Basic test menu option. The test will begin immediately.
The "Short Drive Self Test" is adequate for most situations. However, you can consider running other tests also.
Remember, except the ‘Long Generic’ test, which offers the option to repair sectors on USB external drives, all other Basic Tests are data safe, read only tests.
Though SeaTools for Windows is mainly designed for Seagate hard drives, it supports all make hard disks. You can download it free for Windows XP, Vista and 7 at source here.