Unfortunately, you do not list your graphics cards models. At this point on the Vpro web site there is no compatibility list of graphics cards. I recommend to get in touch with Dell to double check if they a list of tested video cards, specifically for your computer model.
i7-860 is not an intergrated graphics CPU, so remote KVM function is not avaliable in your system. You need install a Clarkdale vPro supported CPU to enable the remote KVM function.
So far, i5-670, i5-660, i5-650 can support remote KVM function.