Was this replacing a prior 4GB stick, or added in addition to the existing one?
If you replaced an existing stick:
1. Put the old stick back in. If it boots, the new RAM is either bad or you'll need to tweak the speed settings.
2. If the old stick also doesn't boot, you may have a problem with the motherboard. Check both sticks in all RAM slots.
If you added this to an existing stick:
1. Pull the new stick. If it boots, replace the old with the new. If it doesn't boot, the RAM is bad (or, again, you might have to adjust speed settings).
2. if both sticks boot in the same slot, make sure you're matching the sticks. Double-check that the speed, CAS & voltage on both sticks match. If they don't, you need to make sure they match.
3. If they match, make sure you're using the right slots. Most motherboards have defined slots that have to be used in order to use dual-channel mode. Check your motherboard manual.