GT 240 is pretty pointless for gaming too. Just save your money for a whole new computer, you're going to be nothing but disappointed with that machine if you sink any more money in to it.
And no, you'd want a new power supply for any new video card you get that would be any better than the 5450. I don't know what size your power supply is and buying a replacement is probably more money than it's worth since it won't be a standard ATX size.
This 7750 is the best video card that is low profile but you would need a new power supply.