PowerEdge 1950 IERR E1410 CPU

On a recently purchased PowerEdge 1950 while Windows Server Standard 2008 x64 is finishing installation the screen and keyboard locks up.  On the front bezel it shows:

IERR E1410 CPU 1

IERR E1410 CPU 2

This happened 3 times.  As a control Ubuntu Server x64 installed just fine.  Memtest86 ran flawlessly. 

I'm just wondering if the thing is hosed and I should send it back to Dell or have Dell's tech come out or pay the hosting company tech to hopefully do something simple and non-warranty breaking.

Server config is as follows:

PowerEdge 1950 III Rack Server: Quad Core Intel Xeon E5420, 2x6MB Cache, 2.5GHz, 1333MHz FSB

Riser PCI-E

C4 Cable

8X DVD ROM Drive

Additional Processor: Quad Core Intel Xeon E5420, 2x6MB Cache, 2.5GHz, 1333MHz FSB

Intel PRO 1000VT Quad Port Gigabit NIC, Copper, PCIe-4

PERC6i SAS RAID Controller, 2x4 Connectors, Int, PCIe, 256MB Cache

1x4 Backplane for 2.5-inch Hard Drives

Redundant Power Supply With Y-CORD

146 GB SAS Hard Drive 2.5(10K RPM)

146 GB SAS Hard Drive 2.5(10K RPM)

146 GB SAS Hard Drive 2.5(10K RPM)

146 GB SAS Hard Drive 2.5(10K RPM)

LOM NICs are TOE Ready

8 GB DDR2 SDRAM 667MHz Dual Ranked (4 DIMMs)

Things left out were documentation and probably unimportant aspects like no mouse.