New 2GBx2 GB-965P-DS3 BSOD issues

I recently upgraded my DDR2 from 2x 1GB sticks (533Mhz) Kingmax to Corsair DDR2 2x 2GB (800Mhz) on my Gigabyte 965P-DS3 rev. 2.0 mobo. Ever since doing so I usually get BSOD or apps closing down under Vista Sp1 64bit.
I can play games fairly well but ever since installing GTA IV it crashes badly almost at the start of 1st mission.
I understand GTA IV is buggy at the moment but was still curious as to why apps and the BSOD are appearing in the first place.
I'm sure that motherboard can handle 2GB sticks of DDR2 ???
I have them running in Dual Channel.

I also have XP SP3 32bit running and that has crashed on me also.

Any ideas?
I thinking the memory could be faulty and may exchange it. Not sure about the mobo and 2x 2GB sticks though.

Baz