dual monitor on a notebook isn't possible, it just clones the output (usually its designed this way because most people want the video out for a projector), some HP notebooks i've seen with ATI graphics will allow you to have one big spanned desktop, like you're wanting, but it requires downloading HydraVision from ATI. As I recall the MBP is either using Intel GMA (guranteed no dual monitor), or nVidia (which might give you dual monitor, or it might not, depending on the chipset).

The MBP should have a Mini-DVI output, you just buy (or if it included one) a Mini DVI to DVI adapter, and connect a monitor to that (if your monitor is VGA, you can get a DVI to VGA adapter for the Mini DVI adapter (it'll look ugly, but it should get the job done just fine)).

The Dell shouldn't be a problem as a lone monitor on your MBP, however I don't know about dual monitor (I haven't heard much about OS X + dual monitor on anything but the Mac Pro and G5 Powermac (both of which use discrete graphics cards, which is somewhat different from what you have))