In XP it says that I have 3.4gb, but frankly i have 2x 2bg sticks
That would mean you're using WinXP 32bit. And thats a 'normal thing'.
32bit has limit of 4GB of address space (address space - not physical RAM) and it must reserve address space for system hardware within the 4GB limit.
It's good to benchmark before AND after you make any changes (like going from 800 to 1066 RAM settings) to see what effect your changes are having.