MSI Kombuster is a video stress (or torture

) test based on the good old Furmark, which only stresses the video card (incredibly hard and more than any game ever will I might add)
Prime 95 stresses CPU, memory and everything in between (chipset and stuff) depending on the option you use. I suppose you downloaded the latest version? If you choose torture test it gives 3 options with some indications behind them on what they stress; I usually choose "small FFTs" when I want to check my CPU overclock/stability ... I can't remember my cores finishing different amount of tests though ? Open task manager and check on the performance tab if all your cores are 100% stressed
If you would like to test the RAM just use Memtest86+ from a USB stick