Alright, try and find the wattage of your power supply to start off. They are usually large boxes somewhere inside the case with a fan on the side. There might be a sticker or something on the PSU to tell the wattage.
A 250w PSU?Whoa.
I might be wrong. I'll post a picture of the sticker. Check back in a few minutes
If you can post a picture of the slot you have too, just to be sure.
Alright, 250w isn't going to support very demanding cards. I would say that you could go with the ATI HD4350 or the HD 4550.I believe that slot's PCI-E x16.
You can try the 9400GT or the 8600GT.