Prime95 is the client executable
platforms) for the GIMPS distributed computing
project. As such, it uses idle clock cycles to run the time-consuming processing required to test for primality
of numbers with as many as 10 million digits.
Prime95 is a nice burn-in test for Win machines, as it gives the math coprocessor a continous workout. Some overclockers use it to stress-test cooling systems. There are also ports for Linux (mprime), BSD, Win16, DOS, and a service for WinNT. (Prime95 can be run as an NT service as well, though, and has the friendlier interface.)
The program runs in the Windows tray. In my experience, tray programs tend to crash distressingly often; Prime95 is a happy exception. In several years of use on a variety of machines, I've encountered nary a warning from this well-behaved bit of software.