Complete Computer noob seeks clever person's help: PNY Geforce 9800GT 512MB in a Dell Inspiton 530

First off I would like to apologise if this question has been asked before....Even a thousand times. Infact I sort of know it has because I got lost in 18000 odd threads which sort of matched my query, but ultimately left me even more confused than before.

I have a Dell Inspiron 530, Intel Core 2 Duo 3.0GHZ, 4GB Ram runnign Windows XP Professional.

For my birthday weekend just gone, my loving fiancee purchased for me a PNY Geforce 9800GT with 512MB GDDR3 memory.  Very excited (I not really knowing whatsover what I was doing), I eagerly tore open the box, and attempted to fit the new graphics card (The old one is an ATI Radeon 2600XT 256MB).

Problem One: Graphics card fits fine in the slot that the old card was sat in.  However, on closing the case and hitting the power button, the computer makes a boot up noise, pauses, beeps, boot up noise, pause, beeps etc etc.

Problem Two: Back of the box says I need a 400w PSU thingy minimum. I think from the writing on my PSU that the one I have is 300W. Obviously then I havent the right equipment to power my new graphics card? :(

Problem 3, I had a cable supplied with the graphics card that consists of two white plugs with thrre pins and a hole at one end, and a black 6 pin plug the other that I can see plugs into the GFX card. However, all of the cables in my computer are black ended flat things, and won't work with the supplied cable.

What am I doing wrong? Do I need to take the GFX card back and get her money back, or is there a simple solution? Is it something to do with the PSU, or the little cable that isn't compatible?

I would really appreciate some help with this one. I know this question has probably been asked before, but if I have to take the card back, she only has a few days left in the 14 day return period.

Thank You in advance,
Dave