No there is not any harm in upgrading your power supply to a beefier one, so long as you get a good quality brand name item. The 6600GT only requires on power connection fortunately. Look for brands like Antec, Thermaltake, OCz, or Coolmax perhaps.
Right, I have just fitted a new power supply. Its a JEANTECH JNP-500AP, 500w. Still when i turn my PC on I get a message stating that the 6600GT is not recieving enough a power and my graphics are all all blocky. Do i need to reset something or other? whats going on??