Each stick of ram has its own limit on the rate at which you can access it so it would be better to have 4 1gb sticks than 1 4gb stick or 2 2gb sticks because thats more ram your system can access in a smaller amount of time.
If I remember correctly, it is also most efficient to have all the sticks you are using be of the same size (all 1gb sticks or all 2gb sticks and not 2 1gb and 1 2gb).
Mine are different colours too but fits all manners of ddr2 ram. They have different clips also. The idea is if you are only going to use 2 sticks you put them in the same colour and they run in dual channel, seems odd the same ram doesnt fit in the other slots.
What mobo are you using out of interest?
So, open the case and LOOK!
Or, if you are using a prebuilt system that has a model number, go to the manufactures website and look up the specs.
Have you checked Dell's website for the specs of the motherboard for your model?
What is your model #?
From what Ive read the Dell Dimension 9200 has a WG855 motherboard in it which has four DDR2 dimms that can be run in dual-channel. I also read the max system memory you can have is 4gigs. So the ram should fit in all the slots but if you have 2 gig sticks theres no point. Just as long as you have them in both the black slots or both the white slots.dimension 9200