For optimal dual-channel performance, you need to install identical memory sticks into each channel. Ideally, these should be from the same manufacturer and be the same model/capacity, but so long as the various memory timing parameters are the same you should be OK.
Incidentally, some boards will allow a form of dual-channel known as asynchronous-dual-channel (a mixture of dual-channel and single-channel) if sticks of different capacities are used, although the performance will be less than that when a matched pair is used. For a 1GB and a 2GB stick this will be as follows: Both the 1GB stick and 1GB of the 2GB stick will operate in dual-channel mode. The other 1GB of the 2GB stick will operate in single-channel mode.
It should also be pointed out that some boards will only enable dual-channel mode if the amount of memory in each channel is identical and if the amount in Channel A Slot 0 is the same as Channel B Slot 0 etc. In other words, you can have 4 slots and 6GB of RAM comprising 2 x 1GB and 2 x 2GB, but you will only get dual-channel operation if both channels A and B have the same amount of memory and both A/Slot 0 = B/SLot 0 and A/Slot 1 = B/Slot 1.