You don't have to have an SLI-enabled PSu to run an SLI setup, but you do have to have a PSU that can supply sufficient power. Without knowing your system specs we could not advise you on whether or not the PSU you purchased is sufficient....
Don't waste your money by going with a 6600GT SLI setup. Get a 6800GS or - even better a 7600GT. It will be money MUCH better spent. I would downgrade the CPU to a 3500+ or a 3200+ to free the money for one of those better GPUs. Even a 3200+ isn't going to make your system CPU limited when using the 7600GT. JMHO...
I got an awesome deal on the CPU, under 200 bones. getting off the subject would a 6800 GS run faster then SLI mode 6600 GT OC? If that is the case then I will just stick to the one card and draw less wattage.
My main program that is going to be the most intensive on this machine is WoW so it doesnt need to be a behemoth.
if you are just running wow get a AMD64 3200 or 3500 and a 6800gs (gt maybe) or if you really want to get a 7600gt or a 7800gt both thos cards are great and probably run WOW without ven trying
(i say this because my bro runs WOW on a comp with an amd64 3000 (754) and ati 9800pro with 128mb of memory so what you are planning should have no probelms)
also SLI is way overated. it makes far more sense to buy one brand new card then add a second outdated card. and you can also save yourself a bunch of money on your mobo by going with a single PCI-e board like the Asus A8N-E