i've never heard of such an error message, are you sure it's a genuine windows error and not a cleverly disguised pop-up? it sounds like one of those "Your computer is unstable due to a lack of resources. Click here to download Super Happy Cleener Ultra++ Edition v3.0 to remedy the problem" blags..
your gfx card is pretty old school, so i assume it's AGP, which means it doesn't require a direct power source like newer PCIe cards.. even if it did, i don't think windows would report an absence of this power - your system just wouldn't boot, or would be very unstable..
defo sounds like a blag, bra..