The memory is obviously not compatible with your system. You should check with a company like Crucial (www.crucial.com) and put in the specifications of your system so you can get memory that is recommended.
Not all systems that use 100Mhz ram work with 133Mhz, most will, but not all.
Do try removing and reseating the memory as a final test before returning it.
I have a 64MB SDRAM PC100 100MgHz on my Win98 pc and I tried to replace it with 256MB SDRAM PC133 168pin. The problem is when I boot up my pc the screen starts to count up to 256MB then the screen becomes filled with coloured squares that are continuously flashing. The brand of memory I purchased was AZENRAM. Does anyone know the possible problem and how to solve it?