Memory errors with newly installed memory

I have a Gateway 702GE desktop with WinXP Home, fully updated. The original memory is two NANYA NT512D64S8HC0G-5T memory modules. I recently installed two PNY MD1024SD1-400-V2 modules. With the two original modules installed, I get no memory errors. With the two new memory modules installed I get no memory errors. But with all four modules installed I get several memory errors with MEMtest86. Any idea why?