It's a 6 pin connector for the 4850 and it's powered to make the card work. If you're using the correct PCI-E power connector fitted to a molex then it should be OK. The fan is powered (I think) by the PCI-E slot.
The card won't use 400W, that's what's probably recommended as the minimum for a PSU. I know my system with an HD4870, 4 hard disks and an overclocked Quad Core uses around 380W on full load.