First off, you'll have to go with a HTPC type graphics card. For two reasons:
1) The slim line case will require a SMALL GPU.
2) To hit 250W or less you'll be looking at a low power card, which means minimal if any gaming ability.
Probably looking at something along these lines:
ATI HD 5450 (Recommends 400W PSU)
http://www.microcenter.com/single_product_results.phtml?product_id=0331704
GeForce 210 (Recommends 300W PSU)
http://www.microcenter.com/single_product_results.phtml?product_id=0332859
You can use the Power Supply Calculator to help you determine how much PSU you actually need.
http://extreme.outervision.com/psucalculatorlite.jsp
According to this the Dell 530s has a Pentium Dual-Core E2140 processor?
http://computers.toptenreviews.com/home/dell/dell-details-14785.htm
That CPU, with 1 GB DDR2, DVD drive, 1 92mm fan, 1 IDE Hard Drive (guessing since it's only 500GB), plus a GT 210 needs a 201W PSU.
That CPU, with 1 GB DDR2, DVD drive, 1 92mm fan, 1 IDE Hard Drive (guessing since it's only 500GB), plus a ATI 5450 needs a 201W PSU.
What do you wish to use this PC for? Neither video card is equipped for gaming.
The ATI 5670 that infernox_01 suggests would put you at 219W PSU required. But it would perform a ton better. However, MicroCenter only has 2 5670's and neither are slim profile.
ATI 5570 Low Profile $74.99 2 Microcenter
http://www.microcenter.com/single_product_results.phtml?product_id=0345504