You need to check what CPU's are supported on the Dell motherboardhttp://support.dell.com/support/edocs/systems/opgx620/en/ug/A02/sffspecs.htm
further Googling suggests Pentium D (dual core) is the maximum supported
(not significantly higher clock speed but two cores instead of HT)http://en.community.dell.com/support-forums/desktop/f/3514/t/19329296.aspx
another link suggesting the fastest Pentium Dhttp://www.howtofixcomputers.com/forums/dell/cpu-upgrade-gx620-307413.html
Also most Dells use non standard heat sink mountings which may cause trouble unless you go for the low power versions
You can't swap AMD for Intel (different sockets etc)
You might as well buy a new base unit (with integrated graphics) and add your existing Graphics card to it if you want a large increase in processing power and have software which can use the extra cores.