You are going to find the best prices at Newegg.com.

DDR memory, and DDR2 memory? As for the graphics card, what is the difference between the GT and the GTX?

Here is a link to the new GTX: http://graphics.tomshardware.com/graphic/20050621/ It is just a faster (and from what tomhardware says, very much improved) version. 

DDR2 is the next generation of DDR, or doubling the Double Dynamic Ram.  I would go with what your board Manufaturer recommends.

AMD does not support 240 pin DDR2. The M2 socket platform for release 1st quarter of 2006 will.

for prices, you might also want to check out pricewatch.com, which lists out all available parts from different websites by price.

Tiger Direct.

http://www.tigerdirect.com/

I shall hijack this thread too

Searching the net, I found a handy utility called Everest from Lavalys that gave me all sorts of interesting low level information about my system that didnt come with the Dell paperwork. In particular, my GeForce4 Ti 4200 can cope with 1x 2x 4x AGP.

After being utterly confused by the bewildering array of manufacturers of video cards I finally settled on the XFX GeForce 6600 PVT at http://www.newegg.com/Product/Product.asp?Item=N82E16814150086 so I can stick with nVidia. However, I was a bit concerned at the statement that it required an AGP8x spec motherboard although the interface was described as 4x/8x. Alternatively, I was thinking of the 128Mb version http://www.newegg.com/Product/Product.asp?Item=N82E16814150089 which is inexplicably more expensive.

After getting into this upgrade thing a bit more I also discovered I could double my memory quite easily by buying a second stick of DIMM memory from Crucial http://www.crucial.com/store/MPartspecs.Asp?mtbpoid=750ED13FA5CA7304&WSMD=Dimension+4550+%28533MHz+FSB%29&WSPN=CT289645

My other concern is whether I'm going to overload my PSU. Buried on the Dell website I found out that the 4550 ships with a 250W PSU. I have recently added a second hard drive, so I guess I could remove the original (small) one if I found I had power problems. Any way to check out the current load on the PSU and whether I'm going to get problems?

All this so I can play BF2!

Aha! the 128MB version was using DDR3 rather than DDR memory. Having checked out Tom's Hardware comparisons the 6600 GT comes midway on the table and fares reasonably against the best so I shall go for the 256MB version of that:
http://www.newegg.com/Product/Product.asp?Item=N82E16814150113

Any coments?

Any way to check out the current load on the PSU and whether I'm going to get problems?

You can go here http://www.jscustompcs.com/power_supply/ and use the interactive calculator to find the wattage required at full draw for your system.

As a general rule, you will want a 350 watt (or greater) PSU for a mainstream system.

Many manufacturers are notorious for skimping on the PSU capacity in production models.

OK. So I now feel almost qualified to get my very own computer geek badge having added 512 Mb of memory, a new PSU and installed my new eVGA GeForce 6600 GT with all the associated drivers etc.

However, I get some stuttering when it starts a new map on BF2 which I put down to the enormous memory load that game requires; but I also get some stuttering when XP starts and that nice little chime doesnt play entirely smoothly. I tried increasing the virutal memory available to around 1.5 Gb on my slave drive to see if that helped but no luck.

My main problem though is that periodically my cursor turns invisible! It doesnt close down because I can still press buttons and click links: its just difficult to find them when you cant see where the cursor is! The only cure is to reboot. I've got all the latest Mobo, video, audio, bios and every other sort of driver I can think of but it still happens.

Anyone got some suggestions?