Hi WegoMac-
No, I used the 9800 for quite some time before I upgraded the PSU. What prompted the PSU upgrade, was the addition of several other devices, and the degradation of power under load, due to heat.
With only the 9800, the AGP 237W PSU will still provide enough power. With a single processor upgrade, up to 2 harddrives, and the 9800, the stock PSU will still keep up. Anything beyond this, and you will be taxing the PSU.
As I mentioned before, it is the heat that really gets the PSU. As temperature increases inside the tower, the hot air is removed through the PSU. This, in turn, reduces the ability of the PSU to cool itself- using +hot air+ for cooling. As temperature increases, a PSUs ability to produce reliable power decreases. Eventually, components will be power starved, and the system freezes.
If reducing heat is something that you care to address (recommended) installing a PCI slot fan can greatly aid the cooling of the tower/components, and help maintain a stable system. A fan such as this
Thermaltake, exhausts to the exterior, is quiet, and will aid in cooling. Placed next to the 9800, will also help to remove the added heat produced by the 9800. Other system coolers are
here.
One note- if you use another exaust fan over 30CFM, I recommend getting a higher CFM case fan (the 120mm) >82CFM.