I installed a new 500w PSU and a Geforce GTX 660 GPU. And after installing all the newest drivers from Nvidia. I upgraded from a Geforce 9600 GT. And I should be seeing a MAJOR upgrade. But it seems like I never changed GPU's. Games and graphics heavy applications like Unigine Benchmark haven't had any improvements at all. What could be wrong?
The power supply upgrade won't have effected your machines performance, but the Graphics card should, subject to your motherboard supporting at least PCI Express 2.0, and your CPU and system memory being fast enough to feed it.
I'd suggest you have a look at using the likes of Novabench or Passmark to compare your set-up with similarly equipped machines, if your performance in significantly slower than the results shared by others, on similar kit, your likely to have a software issue somewhere and may need to consider a reinstall.