DHCP server on WIndows 2003 SBS and Dell Powerconnect 2124

I setup a DHCP server with exchnage server 2003 on WIndows 2003 SBS but the thing is The Dell Powerconnect 2124 router has its own DHCP server. I read a book that suugest only one DHCP server and I talk to a technical guy in AT&T they dont want to disable the DHCP server on the router.

What will be the effect if I will not install the DHCP server on WIndows 2003 SBS ?

Or do you have a suggested solution running two DHCP server?