Ok, the big question is... which version of the Optiplex GX520 do you have? It came in regular tower, desktop and small form factor varieties. The SFF models can only accept a low-profile PCI graphics card.

Unfortunately the PCI slot is terrible for gaming. There aren't any "good" PCI graphics cards, just bad to mediocre models.

If you have the regular minitower GX520, you're in luck. That version has a full-height PCI-E x1 slot, which allows you to use this card:

http://www.newegg.com/Product/Product.aspx?Item=N82E16814500164

If you've got the slimline, ouch. The best you can do is this- hopefully it's enough:

http://www.newegg.com/Product/Product.aspx?Item=N82E16814133245

While there are better PCI cards in existence, the Dell's factory power supply is too weak to support them. And because it's a proprietary design on the small form factor models, it's ridiculously expensive to upgrade.