EZ answer: You didn't buy DDR2-800, you bought DDR2-533. Nearly everything OCZ sells is "factory overclocked". Same goes for other memory manufacturers. Your high-speed RAM will almost always be DDR2-533 or DDR2-667.
Because you got RAM rated at an overclocked setting, rather than a standard setting, you must first raise voltages, to stabilize the overclock, before you can raise speed stabley.
And because you must raise the voltages in order to overclock the RAM to their rated speed, the RAM defaults to something less. Your system wouldn't boot if it detected DDR2-800 and tried to run it at the standard 1.80V.
What I'm telling you is, this is normal. You bought something less than DDR2-800, because real DDR2-800 modules don't exist yet. If they did, they'd be at least CAS5.