Not sure, but I assume it is the same as XP and Vista, it has to be installed first, then the OS. It depends on what version of MD your PC was shipped with, you can request backup CD's from Dell, make a comment in the request that you need the MD install CD.

http://support.dell.com/support/topics/global.aspx/support/dellcare/en/backupcd_form?c=us&cs=19&l=en&s=dhs&redirect=1

example, this is for version 3.0 and 3.3, most likely is your version. I can find no support documents on version 3.5  : -(

http://support.dell.com/support/topics/global.aspx/support/dsn/en/document?c=us&cs=04&dl=false&l=en&s=bsd&docid=3082DAC1D7384CD5E040A68F5B2814A2&doclang=en

MD 4.0 seems to be a different creature, does not say anything about installing it before the OS. Probably not your version.

http://support.dell.com/support/topics/global.aspx/support/dsn/en/document?c=us&dl=false&l=en&s=gen&docid=4C7F2608E006804EE040A68F5A2860BD&doclang=en#3

First  I would try to Identify what version you have installed, go to the link below and click "how can I tell?" Although this does not help with identifying V3.0 from 3.3, or 3.5

http://support.dell.com/support/topics/global.aspx/support/dsn/en/document?journalid=7816D17530ABFBDFE040AE0AB5E10F13&docid=330711

.