What do you mean by a "Burn 2" processor?
First off, a BIOS update should be in order. This is just to make sure that your motherboard supports the new CPUs you might be putting in.
I suggest you get the Q9550s. Quad core, 45nm (power savings.
), and socket 775. Compatible with the Pentium Dual-core socket.
However, I suggest you ask Dell whether your workstation's CPU can be replaced by you.