Is it safe to use RAM sticks with different frequencies?

There are two things that can happen depending on the specific RAM modules
(brand, timing and motherboard compatibility),

1. The two modules will work effectively at the lower speed
   • this is safe and will only make you lose the speed edge of the faster module
     (besides losing the dual-channel DDR advantage, that is)
2. The modules will not be acceptable by your board together and it will declare memory failure.

The motherboard will make both RAM modules runs in the lower speed (unless you choose manual instead of auto RAM setting in BIOS), in this case 533MHz.

You system should be fine and you can use CPU-Z to check out the ram speed.

Yes, it's a problem, but it totally depends on your motherboard and whether it supports it or not. If the system hangs, then put the RAM away as it might be harmful. The problem is that the faster module will revert back to the slowest module speed.