Hi
Now I understand better your situation.
I can tell you 100% the processor you bought is only compatible alone it will not mix with another. This is why you are getting the over heat message and the shutting down problem, to avoid damage to the mother board itself.
I also understand now what you are trying to do and the model of your server. You have quite a sensitive piece of equipment and for it to work correctly you must stick with an Xeon processor with the prefix X and no other. The prefix E is no good at all even though the MHz, socket etc. is ok.
Unfortunately I have checked all the processors I have and I don't have any with the prefix X at all.
I am sorry I can't help any further, I have also called my friend in the UK who works for Dell and he has confirmed what I have told you and he also has told me that he doesn't have any processors that is correct for your system. He is the person I get all my processors from so I know that they are all good.
Regards