Make sure that the "cut" in the RAM contact and edge in the slot line up. That little bit in the slot is there so you cant put the stick in the wrong way. May seem obvious, but I have gotten frustrated trying to put RAM in only discover I had it round the wrong way.
Felt very intelligent after that...
Other than that, BigTroll and Frisky are right. Open up the locks on either end of the slot, put the RAM, making sure everything lines up, and push them in. The locks should close onto the RAM once its inserted.
And yeah, higher frequency RAM doesnt give any significant performance boost. You lose most of what you do get with higher timings thats needed to keep it stable at that speed. If its running at 1.65v (or probably higher at this speed) it will damage your Intel CPU, its not designed to handle more than 1.5v.