It's probably because of Turbo mode, keep CPUZ open, and then run Prime95 or LinX, and see if it goes up to 4GHz once there is a load on the processor..
Which board do you have again?
::edit::
I agree with Jon, in that 200x20 is better than using Turbo mode for 4GHz, although, in saying that, I know there have been several guys on here that have found it really difficult to get 200x20 stable, it took me a while to find stable settings for 200x20, but I got there in the end, and my system has been running perfectly for months.