- Root it.
- Install Clockworkmod Recovery.
- Install ROM Manager.
- Run it and select your device.
- Choose the "Flash Clockwork recovery" (or similar) option.
- Install a custom ROM.
Note that doing this voids your warranty and may brick your device. I highly recommend reading through the XDA forum (the last link above) so you get a good grasp of everything involved here. In particular, a lot of the ROMs are for "GEN2 devices". I don't know know if that's a hardware revision or a firmware version, or if there are any relevant differences between the Dell XCD35 and the ZTE Blade that you would need to account for before installing a Blade ROM. Edit: See http://wiki.modaco.com/index.php/ZTE_Blade#What_different_Blade_versions_are_out_there.3F for some useful info, the rest of that wiki is useful too.