Chubbs,...forget about what is plugged into your computer.
If you look at the power supply in the computer, you will see a huge bundle of wires coming out from it. There are plugs going from it to your motherboard, HD's, CD-ROMS, floppy...
If you look at where your hard drive is mounted, you will see a bundle of 4 wires going to it from the power supply. These are grouped together in a single plug, which is plugged into your HD.
The 9700Pro gets a power plug from the power supply just like the hard drive and/or floppy drive does (there is an adapter in the 9700Pro box that allows either the small plug or large plug to attach to it).
The 9700Pro installs just like any other AGP video card. It just has the additional power plug on the video card, so it can get enough power to run.