Hi and welcome to the forums
The list of compatible CPUs you would have been looking at will only list those CPUs that Dell have actually tested in that system. Obviously they can't test every single CPU out there but if they have tested CPUs of the same model and architecture etc. then you can be pretty sure that any CPU in that range will work. I would say that the E6400 should work fine. A BIOS update may be required if you have any issues and this can be obtained from the Dell website. Hope this helps and good luck!