Which version of IE are you using?
Youv'e clicked 'Use Current'
Then cliked Apply or Ok.
There may be a cookie on your system from dell that keeps overriding the Internet Options (presumabley, it is the Dell Site it would take you to). Try delete files and delete cookies from internet options, then reset the home page (if you have any logon's (usernames and passwords)stored in cookies, make a note of them.
If that fails, there may be a registry entry somewhere.