no it shouldnt matter how many sticks are in for speed, this is a bit of confusion itself, if you have all 4 dimms in it stresses your computer slightly more so you cant get quite as high an overclock, there shouldnt be a problem running at their rated speed though, dbl check that they did send you the correct DIMMS, have a look at them physically, should say on side what speed theyre rated at. Have you set the voltage manually? If not try this (2.1V), a lot of mobo's tend to undervolt the RAM. Have you checked you have latest BIOS yet? Also you can ignore the SPD tab in CPU-z as its horribly inaccurate anyway, just look on the memory tab to see what speed they're actually running at
Edit: in fact I just checked my CPU-z and its SPD tab is showing mine as 6400, as I say this is just an inaccurate reading off of CPU-z though, my memory tab is still showing me as 533 (which doubled up is 1066), yours may already be running at 1066, its just this tab thats ******