Well I don't know the answer to this but here are some ideas. I guess Dell DJ is a music player (and somewhat of a manager) and you want to use MM for management and Dell DJ for playing.
You could create playlists, save them outside MM and import them in Dell DJ for playing (If Dell DJ accepts this). But this is probably too much work.
You can try and see if MM can use Dell DJ as a player. Some other players than WinAmp2 seem to work as they are based on the same code. You can try to select Dell DJ as player in the preferences (instead of WinAmp2), but that's at your own risk.
I believe there is also some script to use another external player with MM (somewhere on forum or website). You could also try that.