You only need to use one. It doesn't make a difference if you use both of them or not, or rather it shouldn't anyway ^_^. I use to use two with my 3850s just so I wouldn't misplace one of them. Didn't make a difference if there was one or two. I only use one on my 5870s though.
megamanx is correct. As a matter of fact, the books that came with my Gigabyte cards illustrated the use of two for two cards. The most recent publication states that you can use 1 or 2. Going by issues some people have had with using two on two, I'd say just use 1.