MacBook – put MacBookPro5,1 RAM in a MacBookPro5,2

This is down to a limitation in some memory controllers and how they handle memory sticks with different memory characteristics (also add into the fact that you have no control over these settings in EFI as you might have in a non-EFI BIOS)

When you put both new sticks in, the memory controller is trying to set up the memory according to the specs advised by the PNY SODIMMs, however it is having problems with that configuration and fails to initialise the memory.

When you put in a stick of the older RAM, it changes the configuration to use the slower RAM's settings and the second stick of RAM is actually running at the slower speeds and timings of the old RAM and these are invariably "slower" and more conservative than those the PNY sticks can run at.

The other posters are correct, the only solution is to get different RAM and try those. I would also advise to use a more reputable brand, the cost differences are minimal and the warranties are better.

There's no benefit in going with faster RAM because the speed is limited by what your motherboard supports (the early 2009 iMac has a 1066 Mhz frontside bus.) In theory the faster RAM should be able to work at the lower speeds and should be safe to install, however macs do tend to be fussy when it comes to RAM so I would recommend sticking to the RAM recommended in the system specs.

Edit:

More often than not your mac will accept higher speed RAM. However it can cause problems; one example from the Apple Support Forums. You can find similar stories all over Apple forums. This is why I advocate sticking as closely to the specs as possible.

As to the advantage of possibly installing the RAM in a future computer, in 2 years you'll probably be able to get twice the RAM for the price (and be wanting to install twice the amount too.)

Lastly, if you compare the 2 chips you linked you'll notice that the 1333 memory has a CAS latency of 9, while the 1066 has a lower (better) latency of 7. So you're trading an imaginary upside for a real downside.