I'd not recommend doing it. Unless you have compelling reason such as shortage of disk space or you have original CD that you can do totally re-install of your system, just for the sake of having 4 primary partitions, I wont' do it. ONLY Windows required you reside OS files on primary partitions. All the rest can happily reside and work very will from extended partitions. GRUB reside in MBR (Master Boot Record) so the dell partition would not interfere in that case.
And yes, you should install Windows first.