Well after much swapping out of different components, like another PSU, different Memory, different Q6600 processors, I can conclude that it is not the DFI LT P35 problem. I had 2 problems.
1. The initial high pitched Squeal was due to RAM problems .
2. But also the Q6600 is a problem, because I could get it to boot into Windows but I could not stay there for more than 5 minutes, just surfing the net would cause a system reboot and it was constant. The other thing that I tried to do with the processor was load a new copy of either Windows XP or Vista, it could not do that. I had to swap the problem processor out with another to do the re install of Windows. So now with a 'good Q6600' running I am currently Priming it just to make sure that it is not the Board. It has been going 30min so I think all is ok.

Anyway my faith in DFI is restored.