Francois - Electronically, 4 DIMMS are more difficult for many/most motherboards to drive. So as mentioned earlier in this thread: I would recommend going into the Bios and manually setting the exact timings as recommended by the maker, ensure the command rate is set to 2T, and that the voltages are also manually set to the high end limit of the maker's recommendation. If that doesn't work, try increasing voltage to your front side buss a notch. The other thing you may or may not have is a Bios setting to compensate for 'Vdroop' (Voltage Drop) - If you have that, try a 10th, then a couple hundredths at a time from there.
Some memory makers (Corsair, OCZ, etc) have discussion boards for support, and in my experience with these two in particular they'll get you running right if they can.
Since most high performance RAM is DDR2 800 that is 'factory overclockable', know that some boards won't drive 4 sticks of it to the rated settings at all. So you may need to downclock. In my case, my board will drive my 4 Corsair 1066 sticks to 1000 MHZ, but no further than that without showing stability issues, even pushing the voltages a little outside the recommended envelope. I had it like that for a few weeks, but in the end I wasn't comfortable with it. So I clocked them to DDR2 800, tightened the timings to 4-4-4-12 from the 5-5-5-20 they were at. And I was also able to lower the voltage from the 2.3 they were at at DDR2 1000 to 2.0 at the tighter timings. 12 hour P95 Blend, and 12 hour Everest - no errors. Result.