nakira, as said, it is currently running at 800mhz, which is double the 400 number you see (DRAM frequency). If you look on the SPD tab in CPUz, JDEC#1 - 3 show up to 400 (800mhz) next to that #epp1 shows 533 DRAM frequency (dual channel so double pumped to 1066mhz) which is the number you will have to set in the bios.
What mobo and bios are you using - there should be a tab labelled "set dram frequency" or something like that, thats where you put in your number "533".
Hope that helps, I try to explain nice n simple.