How to check Hard drive for errors?

1. Double click on My Computer
2. Right click on the drive you want to check
3. Select Properties
4. Click on the Tools tab
5. Click on the Check Now button
6. Check to Automatically fix file system errors - This is the same as running chkdsk /f
7. If you want to Scan for and attempt recovery of bad sectors, check that box - This is the same as running chkdsk /R. It can also add a lot of time to the scan
8. Reboot if necessary

You can also run chkdsk from the command line with will give you more options.
The following switches are available:

/F - fix any errors
/R - identifies bad sectors
/V - with FAT32, displays a verbose output
With NTFS Volumes:
/I - Performs simpler check (stage 2)
/C - Skips the checking of cycles within folder structures
/X - Forces the volume to dismount if necessary. Intended for server administrators and should be avoided for normal use