Just remember that if you're running 32-bit Windows (XP or Vista), then only 3 to 3.5GB of your 4GB will be recognised. Just in case you're expecting to see all 4GB.
Of course, this can be overcome if you understand how to use/configure the physical address extension AND your hardware supports it.
More information (relates to Vista, but XP similar)...
http://support.microsoft.com/kb/929605/en-us