I installed an intel core 2 duo e8500 (wich I only bought because it was pretty cheap) for my old dell inspiron 530s upgraded from pentium e2140

When I put the processor in, it boots with a yellow power light.  The fans are spinning full speed. 
According to this site and many others, the processor is compatible.    When I put the old one in everything works fine.  I was begining to think possibley The psu is not enough power, but according to the specs they both have the same 65 watt demand.  Also my BIOS is updated to latest.

Any info would be greaty appreciated.  Thank you.