It depends. On a 32-bit system, the system cannot address more than 4 gig of ram, so it will add nothing. A 64-bit system will access much more.
EDIT: After seeing "PAE" I found this page - Memory limits: http://msdn.microsoft.com/en-gb/library/aa366778.aspx#physical_memory_limits_windows_xp
ITIt covers much more than XP.