Well, that's not quite right. Sure, it will work, but it won't fit in your case. You either need to get a PSU that will fit in your case, or you will need a new case. Unless you don't mind your PSU sitting outside the case! (Don't do this; it is dangerous.)
Please measure the PSU. I might be able to find a standard form factor that matches.
Also, you could try calling back Dell. Ask them what form factor the PSU is.
In case you don't know, 20 + 4 is talking about the cable that plugs into the motherboard: