I am currently using RDRAM, and have just purchased some for an upgrade from 256 to 512MB.
Firstly, they need to be installed in pairs.
They need to be the right speed i.e 733, 800, 1066MHz etc...
The "thin dimms" are actually CRIMMS. Continuity/Continuous. You are right, all memory slots need to be occupied.
Basically, as long as the RIMMS are in pairs, ie. his 2x128MB and 2x256MB ar in the right slots, it will work. You still need to check that his Mo Bo has a maximum capacity of greater than 512MB though. {My Asus P4T only allows a max of 512

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There are loads of RIMMS for sale on eBay, many pulled from DELL systems. So as long as the seller has good feeedback, the RIMMS are tested, and fully working you should be alright.
I have just purchased 2x256MB for 90GBP ... to get these new would cost upwards of $250.
WOW... i'm amazed i could help somebody on a PC related problem