Do you get a blue screen all the time? If so, when do blue screens usually occur?
I can see the molex connector on the motherboard. This would be the first time I've seen a molex connector on the motherboard itself for auxiliary power for graphics cards, but then again it's been a long while since I've purchased a motherboard.
I've read the manual and it doesn't say if you need it or not, or whether you should use it in conjunction with the dedicate PCI Express power connector on the graphics card.
Personally, I would disconnect the molex power cable from the auxiliary power connector on the motherboard, and just use the molex to PCI Express power adapter that came with your graphics card. Still, I wouldn't think having both plugged in would do damage. To add, the molex power connector may not be what caused the blue screen.