The problem is that when the powersupply is connected everything turns on
when the powersupply is connected to what? the gfx card?
are you getting blank screen upon powering on your pc?
its funny that yours boots to windows without it being connected. i get gfx distortion when i forget to plug in the 4prong power connector to the card from the power supply.
it sounds like a defective card.
how long have you had the card? did you buy it new?
check the bios settings for the motherboard in regards to the gfx card. i keep mine at default. (not a fan and never tried to overclock any of my hardware). set them to default if you dont know how it should be.
make sure your card is installed properly, and that your monitor is connected securely.
if your card is a 9800pro, then that power connector is definitely crucial. if i were you i wouldnt try to play any advanced accelerated games until you have hardware setup configuration straight.
check and see if all 4 prongs on the power socket of the card are in good shape. (you may need to replace it)
other than that i dont know.
im assuming that your problem is occuring prior to windows loading.
please be more detailed with your situation