According to Bios release notes, the Bios needs to be at least 1.3.8 to support the E5600 series processors.
"System: Dell PowerEdge T410 Version: 1.3.8 Release Date: 02/26/2010 This release supports the following features since version 1.2.4: 1. Added support for Intel 5500 chipset. 2. Added support for Intel Xeon Processor 5600 Series (support only for Intel 5500 chipset and later) 3. Added support for LV DIMMs. 4. Added support for Intel Turbo Boost Power Optimization."
If your Bios is not at this level, put the old processor back in and update the Bios.