windows application error, Please advise

I have a new dell computer , a dimension 5100.

I log on and get this.....The insturction at ox7c801625 referenced memoray at "ox7c801625, the memory card could not be written.

The problem..when I get to the desktop all the files disappear, but if I do a ctrl+alt+delete, and switch uses everything is ok....

I shouldn't have to do this with a brand new system..

I tried to reformat the system and it wouldn't let me, then I tried to the (f12) deal when the word DELL appears on the screen and that didn't help either...

 

Anybody have a suggestion