Many people say that Windows XP doesn’t fully support 4GB of RAM. That’s not true, because Windows XP supports exactly 4GB of usuable RAM, by using PAE.
If you can’t use 4GB of RAM, and have PAE enabled, you have bought hardware that doesn’t support 4GB of RAM. There’s a KB entry, which details some of the problems. If you want to use the full 4GB, buy better hardware.