A lot of cards use molex connectors (like hard drives) for power.
The FX 5800 is the lower-clocked version of NVidia's gas-powered leaf blower from Mar2003 -- the much-delayed and quickly discontinued 128-bit DDR2 NV30 famed for being loud, having mediocre image quality, and being slower than the Radeon 9800 Pro. The FX 5900 is NV35.
Anyway, it's my understanding that regular FX5200's, regular FX5500's, FX5600XT's and regular FX5700's don't need the extra molex power connector.
The FX5200 Ultra, regular FX5600, FX5600 Ultra, FX5700 Ultra, all FX5800's, all FX5900's, and all FX5950's need the extra connector.
Of course, you could just look at the card and figure it out pretty quickly.