The two 256MB, 400MHz, 184 pin modules are not for your board, you need to stick to the modules described in the specs, 256MB, 100MHz, 168 pin modules. See the link below. Did Dell suggest the two modules that you purchased?
http://www.memoryx.net/dedixpst5nme.html
By adding 512MB of RAM will make a large difference in your computers performance, this will give you a total of 640MB of RAM which for most applications will be just fine. You should be able to just install the two new modules in the empty sockets, and that should be all you have to do. The link below will explain how to make the installation, the only thing I would add is about grounding yourself, a static discharge from your body can damage the modules, so it's important to ground yourself before you handle the modules, you can do this by touching a metal surface, like the metal of your computer case.
This site will take you through the installation step by step, and it does mention leaving the lower number or RAM in the first slot.
If you haven't opened the modules Dell shouldn't have a problem taking them back, see if you can get your money back, there are less expensive places on line to purchase your RAM, and you don't have to use the same manufacturer as Dell, most manufacturers have a means of providing you with memory that will be compatilble with your computer.