The first one is fine mate. Do you know how to use it? If not, look here:
http://www.ladyada.net/learn/metertut/voltage.html
Connect the multimeter to your system while it is powered down, for safety, and touch the chassis, to remove any static from your body beforehand. Then power it up, but make sure you have the multimeter set to DC in the right range (probably 20V DC). Then power up the computer, and fire up 3DMark06. Monitor the voltages. You really don't want it to go below 11.4, and definitely not below 11. Also monitor it during games and when idle and using prime95 here:
http://files.extremeoverclocking.com/file.php?f=103.
Good luck, and let me know how you go, just follow the link about testing a PSU above (post 45), and you should be right.
Then can you take a photo of the inside of your case please, several if needed, to show the input and output (exhaust) fans and wiring.
Then post:
1. Voltages (max and min) during idle (just with desktop showing).
2. Voltages (max and min) during 3DMark06 running at the resolution you play your games at.
3. Voltages (max and min) during Prime95 running for 30 minutes.
4. Temperatures for the GPU and CPU during the above.
3. Pictures of your case (inside).
4. Confirm with Alienware your case will accommodate a standard ATX PSU.
cheers.