It's slightly more complicated than doing it in a desktop. The only thing that makes it more complicated is getting at the cpu often involves taking out many screws & plastic pressure attachments, the latter which are easily broken. Some laptops have actualy made it easier than in a desktop as they have a little panel on the bottom that you just remove a couple of screws from adn how have access to the cpu and heatsink.
If you don't feel comfortable doing it then sending it to dell mught be a good idea. Also, exchanging the cpu will void the warranty of almost any laptop out there unless it's done by a certefied tech.