You are asking a question similiar to "I want to install windows XP from this CDRom, and I want every driver for the video, network, wireless network card all to be on the install CD."
Most likely, it probably won't happen.
First off, it may be different if you are in a foreign counrty, but in the US I can only find the model XPS 410. You claim to have an XPS 400.
There are 4 video card options with the XPS 400, and none of them will work well out of the box with linux.
This is the list I see:
* 256MB PCI ExpressTM NVIDIAŽ GeForceTM 7300LE TurboCache13
* 256MB ATI Radeon X1300 Pro
* 256MB nVidia GeForce 7900 GS
* 1GB NVIDIA GeForce 7950 GX2 Dual-GPU Graphics Card
Nvidia and ATI both release linux drivers for their cards. NVidia I have found to be slightly more common, and there is good documentation to getting it to work on linux.
The tech sheet also says that this machine only comes with Sata drives. That is ok, but you have to be certain that the distro you choose can install to sata out of the box.
Now, you could have built yourself a much more linux compatible machine for less money, but that is your choice. You need to tell us specifically what hardware you have in your machine. I bet very much you could have finished the install in Ubuntu in server mode with no graphics, then installed the NVidia or ATI drivers, and been fine.