afaik: It is the psu that could be damaged or fail under overload, not the VGA. in some cases vga or system overheat and instability may indicate a faulty PSU as well.
But a PSU could go wrong and that's when they're unpredictable.
Never get a cheap PSU, the Corsair that was recommended would be a good choice. If you're uncertain about your current PSU, don't risk it.