99% of the time the ram has the SPD clock speeds and timings that the mother board can read for multiple settings.
So chances are if you plug in that 1066 ram the mother board will read the 800 SPD setting and tighten up the timings for you. Even if you plugged that ram into a 666 board chances are the ram has the speed and timmings that the board can read and it will just work.
Sometimes cheap off brand ram does not have the SPD information on it that the motherboard can read to automatically set the ram. In this case you would have to set the ram manually in the bios.