No no no no! DO NOT NEVER! Ever! connect add in cards while the PC is on! Woah! you are lucky if you didnt fried your GPU, mobo or killed yourself !
Well, the killed part is kinda dramatic, but still there is a chance to get shocked, even get burn some hair...
The real warning is that you may have killed your parts by know. If not, you are a lucky man and should not attempt something like that never again.
I dont get clear what you actually have. You have a GTX 560ti in 2 way SLI, so you got 2 cards running together. And you want to add a third one, which is the GS8400?
Or, You have a single GTX 560ti, cappable of SLI and you want to add other card to run with it, this card will be a GEforce GS 8400...
Well, what ever the real question is, You wont Need or can do that. If you have a Couple GTX 560ti, the idea of adding another card for more screens is bad. And if you have one GTX 560ti, you cannot use it as SLI configuration with a GS 8400, you can add the card for more monitors, but you wont be able to get both cards paried and working together in SLI mode.
I suggest you to clarify what you need to aim the problem properly.