I know the answer to your problem, and some others here hit on it. Your ram is probably fine. The problem is that very few motherboards using DDR SDRAM are capable of working with more than 5 banks of memory installed. (A double-sided DIMM counts for two banks - i.e. has memory chips on both sides.) I very much doubt your board will work with 6 banks installed at all. This is why many boards only come with 2 DDR ram slots at all to avoid this issue.
There's more to this though:
I do not recommend you use 3 sticks of DDR RAM in any system. Often times boards will fall back to more conservative memory timings as soon as they see more than 4 banks of memory installed. (This isn't a published issue, but it's a fact.) I believe you'll find that if you use the 512MB stick in slot 1, and the 256MB stick in slot 2 the system will work fine. This would be the optimum configuration for your system. Should you choose to do any FSB overclocking it is best to use 2 sticks of RAM as well.
On a more technical note, the JEDEC standards board just released a final spec for DDR SDRAM modules which add resistors to the memory PCB layout. Like SDRAM, DDR SDRAM is appears as a near open-circuit on the bus (i.e. non impedance matched for those of you who understand what I'm getting at here) which means that signals will partially reflect, resulting in noise on the memory bus. It is this noise which keeps boards from operating with aggressive memory timings with more than 4 banks of memory (or 5 in some cases) installed. The new JEDEC standard adds resistors to try to reduce these signal reflections. When memory complying to the standard is available you may find all 3 slots can be filled and still work correctly.
This isn't a memory module problem, nor is it directly caused by the motherboard, though some motherboards with very well routed traces (i.e. short and straight) can use 3 sticks of DDR SDRAM and work. It's just a fundamental issue with SDRAM.
