I also have a Dell. Check to see if the little Dell icon pops up in your system tray(over by the clock) in the bottom right hand corner after starting the Dell support feature. If you have a lot of stuff in your tray you may not even notice it popping up.
I have a Dell 2400 computer that is acouple of years old and came with Windows XP Home Edition pre-installed. I have since downloaded and installed Windows XP Service Packs 1 & 2. When I click on Start/Help and Support nothing happens. The processer light stays on for a few seconds and then stops. Other than that, the system appears to operate fairly smoothly. Can someone help.