Should I just get a new power supply?

I wanted to upgrade my video card, since some of the newer games I've purchased don't work too well with what I currently have.

So I purchased a XFX GeForce 9400GT Standard 1GB PCIe Video Card w/DVI HDCP. Now in the details online, it stated that all it needed was a 350W power supply (mine is 375W), however when I got the item, the side of the box said the following:

NVIDIA Minimum Requirements:
400W or greater

XFX Recommended Power Supply:
Non-SLI: 500W or greater
SLI: 600W or greater

Although I figured it wouldn't work... I installed it anyway, and was correct in my thinking.. video card will not work.

The more I research this.. the more confused I become.. so I am hoping someone can help!

Q: Can I just purchase a say..600W power supply and it will work?

In the instruction booklet that came with video card.. it mentions plugging in either a 6 pin or 8 pin connector from power supply to video card... but there is no connection ON the video card to do this.. the only thing I see.. is a 2 pin small connector..
http://i479.photobucket.com/albums [...] eocard.jpg (sry for quality.. I took this on my crappy phone)

Hope someone can help...

Thanks.

+1 for the above ^

Thanks for all the replies. With what you all said.. I attempted to install the card again.. this time, pushing down harder on it, making sure it was seated correctly in its slot. Booted up machine.. and it worked! I'll monitor it for a few days, and make sure it isn't defective.. but I think it was just me not pushing down hard enough the first time.

Thanks again for all your help!