Yes I just bought the same card. I don't know if you really need to plug it in because I had mine plugged in the first time I turned it on. I'd recommend plugging it in though.
looks like creative is also hopping on the bandwagon along with nvidia, AMD (ati), Intel and the motherboard manufacturers. Power connector here and there
The power connector on the X-Fi looks like the kind you would use from a floppy drive. The main processor has around 51 million transistors, compared to 4.6 million in the Audigy. In sheer power, the X-Fi processor is around 24x more powerful as well. Creative includes a splitter to go off a standard molex power connector if needed.
Well as i said i bought the xtrememusic edition... and it would of been nice if they would have included the splitter... and at least told u in the instructions to connect it to the power! i didnt know since there was no splitter or the instructions to tell u to do so. so im using the card right now without it connected to the power supply, but should i go ahead and do that?
i plugged it in... no noticeable sound difference. but what was noticeable was the incredible difference between the x-fi on onboard sound. i also got a set of logitech x-540s. good set of speakers for the price but i noticed that there seems to be a bit distortion on the high end trebles.