You plug one end (end with the 4 pins) into a molex connector from the PSU and one in the 6800GT. The other end (with 4 holes) is if you want to connect another perpherial so that the 6800GT doesn't waste a connector.
There are no cables that connect to the PSU unless it's a modular connection PSU...and then after I addressed that I said how to plug it into the 6800GT
It should have come with a cable with one male 4-pin connector, one female 4-pin connector, and a male 3-pin connector in between. Plug the male 4-pin connector into a cable from the PSU. Plug the male 3-pin connector into the female 3-pin connector on the 6800GT. If you need it, you can use the female 4-pin connector for another hard drive or optcal drive if necessary. Otherwise, leave it unpluged.
The card should not have two 3-pin connectors on it.
I just got XFX 6800gt card and plan to overclock...
But in the manual states I need a minimum of a 500watt powersupply to overclock!!!! Is this true? I just brought a 480watt Antec Cool Blue does that mean I'm screwed? Cause I calculated how much watts I would need and it was safely under 480.