Some motherboards are just not able to use chips designed for 133Mhz at all. Take my motherboard, an Abit BE6-II. It can take up to an 800Mhz chip, but it has to be a 100Mhz FSB chip. Before I knew this, I had purchased a Slot 1 PIII 533EB, thinking that it would run just fine - nothing on the Abit website specified I couldn't use a 133Mhz FSB chip. After all, the BE6-II's are able to overclock to 200Mhz FSB in increments of 1Mhz. Thought I was safe... but... I put the chip in, set the multipliers, and got BSODs galore while installing Windows. It didn't work until I ramped it down to 400Mhz.
So... I sent the chip back and got a 500Mhz (100 FSB). Best bang for the buck, at the time.
Doesn't Dell's website tell you what their mobo will accept, after putting in your Service Tag 5-letter code?