If you are not going to overclock, you can just plug and go. If you are going to overclock, you need to do a little more work.
Set your System Mem. Mult. to 4.0. At stock CPU speeds, your FSB freq should be 266 MHz. and your memory clock should be 1066 MHz. That way, when you increase your FSB freq, you will not run the memory faster than it's designed to.