Dell compatible SFP+ transceiver

I have almost zero experience with fiber connections. That being said I need to get a 10Gbe transceiver module for our new Dell server. Don't know why it wasn't included when we purchased the server and now they want $1000 to buy one. Are there aftermarket ones that are compatible that don't cost as much or should I just *** it up and spend the money?

Would something like this work?