1: Curious, did you run the BIOS firmware update when you had your original CPU hooked into it and the computer turned on and ran fine after that prior to installing the new processor?
2: When you try to turn it on, does the power supply fan spin up but nothing is displayed on your screen then?
3: Do you get any beep error codes? Dell computers will spit out a beep code if not working correctly. Tell us what the beep codes are please. You should be able to turn the power on your computer without any memory installed and it will freak out with a beep code. There are beep codes for non-working, non present CPU's, No Video Cards, bad/missing RAM etc.
TRY THIS: Strip your comptuer down to the bare requirements, as in motherboard, CPU and memory. So if you have multiple sticks of RAM, take them all out except for one. unplug any external devices, Printers, hard drives, keyboard and mouse etc.
This means unplugging hard drives (your computer can POST without any HDD, it just cannot load the OS), any PCI/PCIe cards. With this basic config, if it works you will still be able to see the display on the monitor (because this, along with the power cable, are the only things plugged into your Dell computer).
So See if your computer turns on like this, If not are you getting a beep code this time?
Try a different stick of RAM and see if this changes.
I know you said you switched your Processor back to the original, but go back and re-seat this CPU, as in remove heatsink, take out the CPU and put it right back in.
4: Have you tried to reset your system BIOS via the jumpers? If your system is trying to use manually configured FSB/Multiplier settings, they may not work with your new Quad CPU (i know that this would go away when you put the original CPU back in but check anyway) If your dell does not have a jumper, you can disconnect your power cable and pull out the CMOS battery and leave it out for a bit and then put it back which will reset your BIOS.
If you do get a display now, Start to re-connect your internal devices such as the hard drive, keyboard, mouse one at a time and if you get to a device that prevents the computer from POSTing, then you have your cuplrit.
answer those questions and let us know the results.