The only reason I know of for doing this is if the computer is failing
intermittently and you need to find the weak component. If it works
normally there is no need for a further burn in.
Do you really want to stress test the OS or the whole computer? The
operating system really doesn't need this kind of testing - if it
works it's ok for a long time and the most likely cause of failure
will be hard drive errors.
If you want to test the whole machine then anything that can cause
heat build-up in the closed case will stress it. For instance,
operating the computer with a blanket wrapped around the case will
raise the temperature and if some component is weak cause it to fail.
The only software you need for the above test is several normal
programmes that you load and run continuously. You could start a movie
playing with the "repeat continuously" setting. You could also create
a simple shell script that would run in a continuous loop, but that's
going to be a very light load and not really necessary.
Don't do this for too long! - 24 hours is plenty.