just check the under the laptop, you should see a small icon with 2discs going over eachother (most laptops have this) this is where your HD should be, screw it open and replace the HD that is in the safety holder with the new one, beware though, if your laptop is still in warranty it wil be void if you open it.
also in some cases the HD could be UNDER the keyboard, and getting that out, is a pain in the ***
though i really think you should visit a local repairmanm just to be on the safe side, and sending it to dell? well be prepared to miss your laptop... for a looooooooong time, also, this might end up cheaper (you never know), just ask them what the cost is for doing a diagnose of the problem, normally it should be around 20-30$ for something like that