One common mistake a lot of people make when buying DDR2 or DDR3 RAM for their PC is assuming that once it's been fitted, it's good to go. Granted with a lot of the generic RAM, or RAM that is below a certain speed, this is usually ok and the memory is fine, but if you are using high performance RAM, you will more often than not find that you will need to make a manual adjustment to your motherboard BIOS settings before the RAM will work.
If you are buying new RAM as an upgrade from your current RAM then this makes the job much easier, as you can keep you old RAM installed and simply go into the BIOS and make the change before powering down the PC and installing the new RAM. If you're buying parts to build a new PC from scratch though, this task can be a real pain unless you have access to some el-cheapo RAM somehow (either borrowing some of a friend or buying a cheap single DIMM that is a real no-frills piece that will boot at default settings).
With the old RAM still installed, or this cheaper RAM in place, start up your PC and enter the BIOS (keep hitting the DEL key during the initial start up sequence). Once you are in the BIOS, you need to find the location which allows you to make changes to the VDIMM setting. This location can vary depending on the motherboard you have, so check your motherboard manual to see where you will find it. VDIMM is the setting that controls the voltage supplied to your RAM. The default setting for DDR2 is 1.8v, and for DDR3 is 1.5v. Now check your new RAM and look for a label which will be on one side of it. Among the information it shows will be the required VDIMM setting for it to operate. So, for example, if you have a DDR2 PC2-8500 4gb kit, the chances are it will require 2.1v VDIMM. Now, in the VDIMM setting of the BIOS, change this to the new setting. Depending on your motherboard, this will either show as the actual voltage, or will show as +0.3v (increasing the default voltage by 0.3 to 2.1v). Once this is done, you can then save and exit the BIOS, then power down the PC and install the new RAM.
Once this is done, your new RAM will work as intended, and usually at the speed and with the timings it is rated for. Occasionally though, manually setting the speed and/or timings is also required.