Dimension 8300 - won't load BIOS. Black screen.

Well heres the problem:

I have a Dimension 8300 with the original stock Dell case, PSU, memory, heatsink, graphics card. The box orginally came with a P4 3.0, but ive since removed that and now ive installed a 2.26ghz Celeron D. The problem is that with this new CPU the motherboard wont even load BIOS, when i turn on the power, the fans will power up, and so will the CD drive and HD, but all i get is a oraange light in the power indicator instead of green, and there is no BIOS. The CPU seems to be the only thing not running; it remains cold while the northbridge , HD and RAM warm up and obviously carry current.

I'm not sure what is going on here, but my guesses are that either the CPU is incompatible with the motherboard for some odd reason, or that the CPU is DOA (dead). I suspect the CPU is alive because the motherboard will power up, and it should do this with a completely dead CPU.

Specs:
2.26 GHz Celeron D w/ 533mhz FSB
Dell mobo w/ i875 chipset
1024mb (2x 512mb) PC3200 DDR
Samsung 160GB SATA HD
Iomega ZipCD CDRW