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Razael6 - You were looking at the right number on the power supply, but 330W is awfully low. It would probably work, but I place no guarantees on it. As for the cable, what you were looking at were called Molex cables - very different from PCI-E cables, as Molex cables were often used to power hard drives, CD/DVD drives, and (more often nowadays) fans.
The "CPU" is actually an APU - it stands for Advanced Processing Unit. It's a next-generation type of processor that is not only able to perform hard mathematical calculations like a normal CPU (Central Processing Unit), but is also able to perform graphical calculations - a process that, for years, was assigned either to a separate graphics card (like the one I linked you) or to a built-in graphics chip on your motherboard.
Now, I just finished a nine-hour Guild Wars 2 marathon with my trust Powercolor ATI Radeon HD5770. At the moment, I've overclocked it to a GPU clock of 875MHz and a memory clock of 1225MHz (a "clock" is essentially the speed of the graphics card, although your FPS in games can be affected by a whole lot more than just your clocks.) The whole time I played Guild Wars 2, I had almost all graphical settings off except for high-resolution textures, which were set to High. I was usually idling at around 30-40 FPS. When things got REAL busy - as in, huge fights between players and monsters and such - I dropped to around 10-20, sometimes even down to 5 FPS.
When it comes to graphics cards, there are a lot of factors that can play into the efficiency of a graphics card (the temperature, the GPU and memory clock ratio, the voltage limitation, the stability and efficiency of the graphics drivers, and so on.) However, the Radeon 6530D that is included in your APU only has a GPU clock of around 445MHz - just over half of my what my graphics card currently was. Simple mathematics should be enough to tell you that if you rely entirely on your APU for next-generation gaming, you're not going to have a good time.
That's why I recommend purchasing a separate graphics card altogether - the HD6770 I linked you is relatively cheap, has a stock GPU clock of 800MHz (keep in mind that my 875MHz was OVERclocked - meaning, I manually modified the GPU clock so that it was higher than normal - If you overclock it yourself, which is an extremely easy process to do if you know how to use Google, you should get a good bit higher than mine,) and is guaranteed to be able to easily run just about any game out there at a solid 40+ FPS - Minecraft included!
Part of building, modifying, and upgrading your computer is finding the balance between how much money you're spending and how much power you're getting. Ideally, you want to get the most "bang for your buck" - as in, you want your computer parts to be satisfactory for as long as possible without spending too much money. Referee an extra soccer game or two for that graphics card, and I guarantee you won't be disappointed.
As for buying the computer parts from Best Buy...Eh. Whatever floats your boat, man. It's going to be a bit more expensive, but from the looks of it, it's the same product that you're getting. You might want to keep in mind that the chances of your local Best Buy having all three of those parts (four, if you decide to get the graphics card!) is very slim - Best Buy has a very limited selection of in-store computer parts. You would probably end up buying the parts online from Best Buy and having them ship it to you anyway. In that case, you might as well just buy them from Newegg - you would end up saving money, and Newegg is an extremely reputable retailer.