Power supply and the video card?

I have a video card that requires a 300W power supply. the little fan that comes with the video card runs fine on my 250W power supply. every thing looks alright no wear sounds or anything. what can happen if I kip using the 250W power supply with the 300W require video card? is there a possibility that some thing will burn if I push the power supply to more than it can handle?|||a possibility the manufacture wants to cover themselves in case the graphic card fails or overheated it's best to upgrade your psu if you are running other

hardware that require a good amount of power,my nvidia geforce fx 5200

ran for a while at 250 watts power supply but i upgraded it in case i want to upgrade the cpu and the motherboard