There's no such thing as too much power. Insufficient power, on the other-hand, is definitely a problem.
For a system using a single GeForce GTS 250 graphics card NVIDIA specifies a minimum of a 450 Watt or greater system power supply that has a maximum combined +12 Volt continuous current rating of 24 Amps or greater and that has at least one 6-pin PCI Express supplementary power connector.
Total Power Supply Wattage is NOT the crucial factor in power supply selection!!! Sufficient Total Combined Continuous Power/Current Available on the +12V Rail(s) rated at 45°C - 50°C ambient temperature, is the most critical factor.
Overclocking of the CPU and/or GPU(s) may require an additional increase to the maximum combined +12 Volt continuous current ratings, recommended above, to meet the increase in power required for the overclock. The additional amount required will depend on the magnitude of the overclock being attempted.
The COUGAR 600W power supply unit, with its maximum combined +12 Volt continuous current rating of at least 42 Amps and with two or more PCI Express supplementary power connectors, is more than sufficient to power your system configuration with a single GeForce GTS 250 graphics card.
You didn't specify your exact model number but the model data indicates that it should be fine:
COUGAR GX 600 G600
• +12V@49A
• two 6-pin and two (6+2)-pin PCI Express supplementary power connectors
COUGAR GX (v.2) G600 v.2
• +12V@49A
• two 6-pin and two (6+2)-pin PCI Express supplementary power connectors
COUGAR GX-S 600 CGR G2-600
• +12V@50A
• two (6+2)-pin PCI Express supplementary power connectors
COUGAR DX600 CGR R-600
• +12V@42A
• one 6-pin and one (6+2)-pin PCI Express supplementary power connectors
COUGAR ST 600
• +12V@42A
• one 6-pin and one (6+2)-pin PCI Express supplementary power connectors
COUGAR ST PLUS 600
• +12V@42A
• two (6+2)-pin PCI Express supplementary power connectors
COUGAR RX 600 CGR R-600
• +12V@42A
• one 6-pin and one (6+2)-pin PCI Express supplementary power connectors