If you look at this page it will show only 1 and 2 gb modules being tested
But if you look closely there is a link to a page where Computer Memory Test Labs* (CMTL) tests third-party memory for compatibility with Intel boards as requested by memory manufacturers and the results are posted there.
This will show modules of 4GB being tested with this board and having passed the test.What ever memory you decide to buy check the voltages and be sure it is compatible with the memory voltage supported on the board.For this board it says Using a DIMM with a voltage rating higher than 1.65V can damage the processor.
But I have personally seen a lot of people choosing 1.5v modules rather than 1.65v ones.
The memory configurations supported are either dual channel or tri channel.It does not support two dual channels by using all the slots.
You can either use tri channel by populating all three blue slots.
Intel® Desktop Board DX58SO has four 240-pin DDR3 DIMM sockets arranged in three channels (A, B, and C). Channel A shares two sockets (DIMM 0 and DIMM 1) and Channels B and C have one socket each.
The memory can control only three channels and the fourth one shouldn't be populated if the first three are,what happens with the fourth slot (black) is that it assigns it to the first channel.