You're probably OK- P4's will throttle back or just stop if overheated, about the only way to kill one is with too much voltage, unlikely on a Dell board...
Installing an aftermarket hsf in a Dell is problematical, sometimes. If you have problems, check into using a stronger fan to replace the standard dell model. Measure the size of the fan, and check the amperage rating on the label, then look on the specialty cooling sites for a somewhat more powerful replacement fan...