the eVga card doesnt have an external power connector. At least not the ones ive used)
the AGP eVGA 6600GT does have a power connector, PCI-E doesn't I believe...just looked at photos at newegg earlier.
I've never had a problem with an unplugged power connector. Forgot to plug in the extra 4pin connector to the motherboard, buuuut even overclocked, it didn't give me any system instabilities or anything, I just noticed it and was like 'Whoops' plugged it back in and no probs, but like I said even unplugged I wasn't getting problems.