Looking at the Asus QVL, it looks like they test with one stick of ram, two sticks, and four...no three stick configs listed:
http://www.asus.com/999/download/products/596/596_10.pdf
Here is one link I found:
"On a socket 939 system RAM should ideally be installed in matched pairs. Three stick combinations are supposed to work, according to AMD, but are often problematic. Mismatched sticks or slot population combinations not shown in AMD's official documentation should be avoided. Assuming you have an E series core, the following link contains the memory configuration tables that apply."
"Just FYI, the SKT-939 memory controller CANNOT run three sticks of RAM. You can run one, two or four, but not three."
The A8N5X manual also discusses one, two, and four sticks, not three...
http://dlsvr03.asus.com/pub/ASUS/mb/socket939/A8N5X/e2138_a8n5x.pdf
You may have to leave one stick out, or, buy one more identical stick for dual-dual channel.
One other thing: are the memory sticks one sided or two sided? I think there can only be so many "sides" per channel--so, if you have three double sided sticks on one channel, one stick can't be seen....
HTH,
XIL