You are VERY vague about your system specs and memory purchased... need more info....
After a little research... it looks like your Dell should use DDR2 533 or 667MHz memory. It seems like most variations of the GX620 have 4 RAM slots capable of up to 4GB.
I'm not sure if your PCX memory is 2 sticks of 1GB memory or 1 stick of 2GB memory, at any rate, even if it's a single stick... I believe it should work OK.
If it's a single stick it'll run in single channel mode whereas 2 sticks will allow it to run in dual channel mode with a boost in performance. Tho I can't say how much of a boost you will get.
Paired, matched memory should be installed in the slots with the white clips first. Then in the slots with the black clips.
Make sure you ground yourself prior to removing the old memory and installing the new. Touching the computer case on a bare metal area should dissipate any static charge that can damage the memory or the computer.
Let us know how it goes for you. If you need more help, include your Dell service tag number, It'll tell us EXACTLY what you have.
Good luck.