With a Dell, there's usually excellent model-specific advice on adding drives in the documentation for your machine available from http://support.dell.com - most Dell cases come apart fairly easily, though one or two have a few tricks up their sleeves, and some of the higher end machines mount drives on rails (my Precision 650 came from the factory with rails already fitted to all the unused bays - though if you're short of rails for a bay in a case that uses rails, you'll need to contact Dell).
Hopefully you've got some suitable screws to mount the drive - there might be some in the rails if you have a rail based case, but usually you have to supply your own. (My Precision 650 had screws in the rails in the spare hard disk bay, which appear to be some kind of semi-captive type, but not in the spare 5.25 inch bay).
There's probably sufficient power cables in the machine - Dell have a habit of providing one power connector per drive bay. Just pull the little black blanking plug off the spare connector that fits the bay where you've installed the drive most closely.
I'd use Cable Select - the IDE cables that Dell use are fine with Cable Select. For information on where to set the jumper, look at the label on the top of the drive - it shows you which position is which. Choose the CS position if it's not explicitly written out as Cable Select.
No need for drivers in Windows XP - they're built in.
Roxio - it depends which version. If you're talking about the OEM copy of Easy CD Creator 5 Basic, like the one that Dell supplied with my machine, I couldn't get it to work properly with the ND-2500A in DVD mode, even after applying all the updates I could find (initially it wouldn't recognise that the drive was capable of DVD operation - after updating it recognised the drive was capable of writing DVDs but it didn't want to allow me to finalise a DVD!).
The worst you can do is find it not work and that you need different software. I uninstalled Easy CD Creator 5 Basic and bought Nero 6 - I was considering doing that anyway. If it comes down to it, you can uninstall your Roxio software and install Nero 6 as a trial without paying until your trial period runs out.