First time build - need some adive

Hi there, I'm pretty new to this computer building side of things but i've finally decided to give it a go and I have picked out some components for my first build. I just need to know whether or not they are compatable?

Motherboard: ASUS M3N-H/HDMI GeForce 8300 Socket AM2+ onboard graphics 8 channel audio ATX Motherboard

Processor: AMD Athlon 64 X2 5200+ Socket AM2 2.7GHz Energy Efficient L2 1MB (2x512KB) Retail Boxed Processor

Graphics Card: ZOTAC GTX260 192 Core SYNERGY EDITION 896MB DDR3 Dual DVI HDTV PhysX and Cuda ready PCI-E Graphics Card

Memory: Crucial 4GB (2X2GB) DDR2 800MHz/PC2-6400 Ballistix Memory Kit CL4 2.0V

Hard drive: Western Digital WD5000AAKS 500GB SATA II 7200RPM 16MB Cache - OEM

I currently have a 500W power supply and case, but im not too sure whether or not I would need more power than a 500w supply? could anybody please advise me on this. Thank you.

Stephen Lloyd.