9800GT requires a dedicated power connector because the PCI-E slot can't provide enough juice. 9800GT probably does more than 200W at full load. If the card doesn't require a dedicated connector that means the power supplied from the PCI-E slot is enough to run the card even at full load.
The 9500GT draws 62 watts at full load according to tom's (actually it's the delta between using the discrete card vs. the onboard video) http://www.tomshardware.co.uk/geforce-gt-220,review-31703-16.html
The 9400GT is less powerful and probably draws less power than that so 300W is probably plenty, 250W is probably as low as you'd want to go though.