Oh, wow. So those cables are extraneous? I don't need to plug the GPU directly to the PSU? If not, out of curiosity, where does the GPU get power from?
The GPU on the graphics card gets its power from the PCI-E slot (up to 75watts for PCI-E 16X). For cards that need more than 75W (and many can peak at twice that or more) the card requires additional 6-pin power plugs. Something like a 3870 or 8800 will use one 6-pin plug. A GTX260 or 4870 will require 2 6pin plugs. In SLI or Crossfire, the need doubles.
Generally, the more power the PSU has, the more plugs it can provide and conversely, if a newer PSU does not come with the plugs it probably does not have the power needed.
