No, you have it in the correct spots. To run 2 sticks at 1066 you need them in slots 1 and 2.
My Crucial 1066 memory was detected and set to spec automatically on my GAMA786GM-US2H, but it runs at only 1.9 volts.
Double check the BIOS and make sure the voltage is correct. When it is correct, see if it will reset to the correct timings and speed. If it does not, you can do it manually.
These sticks I believe require 2.1 volts.
G-Skill did announce that there is an issue with these modules running at 1066 on some Gigabyte boards. They say you may have to leave them running at 800mhz to keep the memory stable. If this is your case, be aware there is probably no real noticeable difference in 800mhz and 1066mhz memory. Many times, if you can run with 800mhz and tight timings, it will be faster than 1066 with looser timings.