Does the Pentium D 950(SL94P) work in Dimension 5150?

I have a Dimension 5150 and it came with a Pentium 4 3.4 CPU.

After upgrading the memory and Graphics card to a Geforce 7950GT over the years and being a bit tight for cash I decided to upgrade the CPU as opposed to building a new rig.

I checked these forums and found I could run a Pentium D on the latest Bios so I bought one from Ebay.  (Pentium D 950(SL94P)) I also got the correct heatsink as well as mine was the V shaped one.

After it arrived I installed it and found to get the steady orange light and PC wouldn't boot. I fitted the old Pentium 4 back in and it booted fine.

I thought maybe I had an older bmotherboard(which I do) so then thought since I have the CPU I'll get the latest compatible board from Ebay. Got one and tried the Pentium D again. Still constant orange light and PC wouldn't boot. Tried Pentium 4 in new motherboard and everything was ok.

I was gonna send the CPU back but wanna check that it just isn't a compatibility issue as seen most have fitted the 945 CPU and not the 950 so wasn't sure if that was the problem???

Any help will be greatly appreciated.