Thanks for the dust spraying info. It might be related, yes, however, I have two of that E6400 here. One is just 8 weeks old, got new MOBO and heatsink(s) some weeks ago, the other one is brand new. Both have that issue.
I've investigated a bit more and hope some hardware experts can confirm of what I think:
The problems happen more often when connected to the E-Dock and/or heavy GPU use undocked. DELL has redesigned the docking station connection since the E-series. The D-series was a "real" docking scenario, where you had even some different hardware profiles for docked and undocked.
Now, the docking is like a USB connection. When you dock/undock the device it doesn't change hw profiles nor do you see the undock button in the Windows start menu, nor do you have an eject button to prepare the undock like you had with the D-series docking stations/port replicators.
I assume that a lot of data traffic is now handled via USB when the E6400 is connected to the E-dock. Therefore the northbridge chipset, that handles (imho) the traffic for the USB ports is already in heavy use (likely).
That might explain, why I managed to slow down the system when copying a very large file archive to an external USB2.0 hdd (connected to the E-Dock USB port). No GPU use at all but loads of traffic on the chipset. The processors stood cool, no downclocking of them, but most likely downclocking of the FSB. The system was dead slow and 100% usage after 10 mins of copying files to my external hdd.
Notice that the Intel GMA GPUs are no real separate GPUs and are built into the northbridge / chipset as well. So GPU usage high traffic on the northbridge might lead to similar effects?
Therefore, I assume (and hope experts can join) the problem lies in the chipset and the temperature there. Either wrong temp or wrong handling of the temp info from the sensors (thermal table -> bios).
Hope that makes sense. I'm no HW designer at all. I'm repeating myself: hopefully dell will find a solution soon.
PS: somewhere I've read that all of the trouble is worse when the system has been waken up from standby/hibernate rather than a new booted item. So I suggest DELL to test it that way either.