You DEFINITELY need to use the power connector. It is not optional. That is a high-end card that needs alot of juice to run. Just plug in a spare Molex connector from your power supply (same type that goes into a CD drive or hard drive). If you don't have a spare connector, use the splitter (aka: dongle) that came with your card and run it from one of your other connectors.
BTW - enjoy that card!
BTW - enjoy that card!