FFXIV is a pretty graphically intensive game. It's not really the game thats the issue here though, it's your card to be quite honest
The 250 GTS cards are lower end and don't really handle this game very well. I just replaced my 260 GTX (overclocked) because I was forced with the decision of either playing stable with lower settings or playing with higher settings and getting disconnected every 5-10 minutes.
I just bought my 460 GTX SC card yesterday and now the game screams on high settings, and stays around the 75 degree range while playing.
Like some of the others mentioned above, these 460 GTX cards are on sale at various online stores now and they are relatively inexpensive for the performance you get out of them, it's a perfect time to upgrade.
Unfortunately if you really want to play this game, you'll have to bite the bullet and upgrade your card. (A guild mate used that exact phrase on me 3 days ago, I didn't want to hear it, but sadly it's true)