Kingston memory part number KVR800D2N6/4G is supported by this G41M-E2SL motherboard.
The issue is most likely due to incompatibility between the individual memory modules (even for those modules with the same part number) due to variance in module characteristics. Each module has its own unique characteristic, and in order for two or modules to work together compatibly, their respective characteristics have to be similar.
Two solutions -
1) Get another 4GB Kingston KVR800D2N6/4G module and try combinations of all these Kingston modules to find a combination that works. It may require getting several more modules until a compatible combination is eventually found.
2) Get a known system compatible 2 x 4 GB dual channel kit to replace all of the current memory. The modules within the kit are guaranteed to be compatible with each other, so should work without any problem.
Option 2 is preferred as it can save time and money.