Issue, BigBig problem.

Ok i have a big problem with my new processor.

Ok so i decided to upgrade to a better CPU from the one i have, my old is a Intel Pentium4 duo core 2,  2.16ghz, LGA775 E6400 cpu, the new one i just baught, the one that won't work, is a Intel Core 2 Duo Processor, 3ghz, 1333MHz, 6MB LGA775 E8400 processor.

 So the problem arises here, see i installed this new cpu just right, with thermal and everything, but when i go to turn on the pc, it DOES NOT boot up, screen don't even turn on, and the fan runs as high as it can, it won't even get to the bios or anything, and my diagnostic lights are 1, 3, and 4.

I read that it should work with my pc just fine but what the hell?

Things i have done to try and make this work are as follows

Reset CMOS, made BIOS to default, reinstalled OS, reset battery on motherboard, installed newest BIOS drivers, switched around memory, switched around components, and that's all i can think of doing.

My main pc specs are as follows

Dell XPS410, Vista Home, Nvidia 8800, 4gigs ram, old processor as posted, the motherboard is a Dell OWG855, chipset Intel.

I need to fix this, any help in very appreciated, Thank you.