Well i think you might of got a bum deal there mate, but newegg (dont quote me on this) uses U.P.S. for shipping and they are seriously nasty to there parcels. (Got lots of storys

)
Did you get retail version or OEM version. I don't know if Sapphire do OEM products but you'r retail box should look like this

without the "Pro" or maybe its a differnt box alltogether but it should definatly have some sort of graphic on it
Regarding Power, taken off the sapphire website
"ADDITIONAL POWER CONNECTION REQUIREMENTS
The Radeon 9700Pro must be connected to the computer? power supply to meet its performance and high-speed memory requirements.
In order to supply the ATI Graphics Accelerator card with the necessary power, we have included the Power Extension Cable.
Use the Power Extension Cable to connect the Radeon 9700Pro to the computer? hard Drive power connector.
1. Remove the power cable from the hard drive.
2. Connect the 4-pin connector of the Power Extension Cable to the Radeon 9700Pro power connector.
3. Connect the Power Extension Cable to the power supply connector.
4. Connect the Power Extension Cable to the Hard Drive connector"
I think you should just get another 9700 because you can OC them to pro levels with decent cooling and i think its well worth the money and sapphire is a good company for radeon products