psu = power supply unit, it's what the power cord plugs into from the wall, then branches out to each individual internal component (hard drives, cd-rom, motherboard, etc)
http://static.trustedreviews.com/76c0f0%7Cb832_1997-akasa1.jpg
They're rated in Watts (W). Most off-the-shelf computers with like 256MB video cards come with lower-powered 250W psu's. Buy beefier components and you'll need mo' powa.