RAM stick unrecognized

So I have a bit of an issue.

I ordered a stick on RAM on Newegg, a 4GB stick to two with my other two 2GB sticks. I know most say "That's not a good idea man!" but I couldn't find anothr2GB set of the same RAM.

The new stick has the same manufacture, frequency, and latency timings, low-profile in size, the only difference is it's capacity compared to the other two.

After some issues with my PC not booting up, I put the 4GB stick into a black DIMM instead of the other 3 blue ones I believe might be there for the triple-channel RAM the motherboard supports.

Now, it's booting without issues,but now Windows 7 doesn't recognize the new stick, but Speccy sees the new stick. What's goin' on here?

Update: Went into BIOS and the new stick isn't being detected there neither, I have no idea where to start to find a fix for this.

Update #2: Took out all the RAM and left the 4GB stick in it and it's running Windows fine, so the stick certainly isn't faulty.

Now, if I am correct you have 1 dim slot populated with the 4GB stick and the other dim slots empty. Try 2 things. Try first populating dim 3 with 1 stick and boot up and see if that works. If not, try removing the stick in Dimm 3 and placing it in Dimm 2.
Intel seems to be adamant about the same ram in the slots. most boards do. But, on most boards it can be done and I know you recognize it may be risky. Intel has a configuration I am not familiar with called 'flex'. Read this link and see if it kelps you. Desktop Boards — Single and multi-channel memory modes

I would try adding one stick at a time and rebooting to see if that helps. It can also let you know, where the problem lies.
If you get it to working, I would also run memtest86+ for a minimum of 8 passes to make sure there are no problems. RAM - Test with Memtest86+

Currently, I have been able to get 6GB working on the board, the new 4GB stick working with one of the old 2GB sticks. The other 2GB is currently being left unrecognized for whatever reason.
Currenly, my board is set up like the Triple Channel mode in the link you provided, the 4GB stick is in Channel C, DIMM 0, one of the 2GB sticks sits in Channel B, DIMM 0, and the last 2GB sits in Channel A, DIMM 1 since the PC fails to POST when it's put in Channel A, DIMM 0. It's trus6trating since I cannot use all of my hardware.
I'm continuing to search Google and such for solutions, maybe a BIOS flash will have an update to fix it, no idea.
In the morning I'll give Flex Mode a shot and see how it goes.

You may see if there is a bios setting to set it to dual channel mode rather than triple channel mode or even flex mode. failing that see if setting bios to optimized defaults and set ram configuration again with all dims installed. Also check and see if it is one particular slot that refuses to recognize the ram. You could possibly have a bad dim slot.

This is probably your answer:
Intel® Desktop Board DX58SO has four 240-pin DDR3 DIMM sockets arranged in three channels (A, B, and C). Channel A shares two sockets (DIMM 0 and DIMM 1) and Channels B and C have one socket each.
The memory can control only three channels and the fourth one shouldn't be populated if the first three are,what happens with the fourth slot (black) is that it assigns it to the first channel.
Source

You may try putting the 4GB stick in the 1st blue slot and 2 2GB sticks in the other 2 blue slots and see how that works. I haven't checked the specs on your ram, but you will have to set the dram voltage to match the 4GB stick, but 1.65 is supposedly the max for that board. Anything more will damage the memory controller. Doing that mat overvolt the other 2 GB sticks. They should be OK up to 10% OV, as long as you don't go above 1.65V. The best solution is to buy 2 more 4GB sticks so they all match. Whatever you decide to do, I would run a full 8 passes of memtest86+ to make sure there are no problems.

Pretty much done everything by now, heck, even flashed the BIOS in hopes an update was made to let people do single-channel on the board, but to no avail. No now I have a 2GB RAM stick as a desk piece to look pretty.
In the future, I'll be grabbing a dual, triple, or quad-channel set since the board seems to dislike anything other than that (what the frack Intel? ).
So thanks Essenbe for helping out, even though my board flipped be the bird with a smile on it's face, but the 6GB is still better than the 4GB I was attempting to upgrade from, so there's that. Ciao.

Sorry I couldn't figure out how to get them all in. Have you tried a 2 in the black and first blue slot and the others in the other blue sockets?