The AM2 chips do cap at 1066. But the AM3 chips can go up to A LOT more. I had my 1333 DDR3 running @ close to 1600 when I was messing with mine alot but I set everything back to stock settings during the summer because it was just way to hot out in the south to be pushing my stuff. Also it is plenty fast at stock for anything I do on a regular basis and if I do want more speed I know most of the sweet spots for everything so I can just set it a lil less and test it to make sure It will still run stable.
But to answer the original question It would be best to just sell the sticks you have now and move up to a 2x2gb set or (2) 2x2 sets if you are looking to go for 8gb.
P.S. I thought you were going to sell your 940 and get the 965 and move to an AM3 setup?
Raidmax Smilodon Extreme Black Case -|-AMD Phenom II x4 955 BE @ 3829.50 Mhz (18.5 x 207, vcore 1.424, NB 2600 mhz, HT link 2200 mhz) -|- Xigmatek Dark Knight S1283V -|- Gigabyte MA790XT-UD4P Mobo -|- G. Skill 6Gb (3 x 2Gb) DDR3 1333 RAM 7-7-7-18-2t -|- WD Caviar 7200 RPM 1 TB HDD -|- OCZ GameXtreme 700W -|- Radeon 4870 1Gb @ 780/1050 -|- Asus VW202NR 20" wide-screen -|- Windows 7 Professional 64 Bit -|- Saitek Cyborg Keyboard -|- Razer Lachesis Mouse