Run HWMon and then start up Prime95.
Run the Small FFT stress test and monitor your CPU temperatures and see what the maximum it goes to. If the Small FFT test crashes - the problem is likely with the CPU
If the Small FFT test goes well and the CPU temps don't go too high, then run the Prime95 Blend test and that will test your memory as well. If that crashes or a worker thread dies, the problem may be bad memory. If that is the case, install Memtest onto a floppy or USB key or rewritable CD and boot from it and scan your memory for problems.
Step 3: Call Dell and b*tch!