I believe some PCI-E cards have a power connector, but if yours doesn't have one then don't worry about it.
Nubius, I just started it up where it ran to check if my computer was configured properly or something. Went to go eat, came back, and it was stuck at the Windows XP loading screen. Is it my PSU?
Hmm...when was the last time you formatted your computer?
You haven't like swapped out motherboards or gone from ati or nvidia or something like that but kept using the same HD right?
Generally though when it comes to a freeze like that I'd think it's the CPU or RAM, but you said you already checked the RAM....did you let memtest86+ run for 2-3 hours when you checked the RAM?
Try running prime95 for 6-12 hours and see if it passes...generally when overclocking I say let it run for ATLEAST 12 hours, so that might be good just to make sure the CPU isn't acting weird in this scenario, but at the very least if you don't want to run your comp for 12 hours then try 6 hours...if it doesn't pass the prime95 large in place FFT's test then your CPU isn't stable...
I believe you said you weren't overclocking, but at this point I'm just trying to find out the weak component in your system.
Also you never said if you checked your +12v line during full load using something like prime95 to see if it's voltages dropped.