nVidia warning

[ghostface]

When I play CS Source after a while a box pops up and says the nVidia software detects that my card is not getting enough power and puts it into "safe mode" or something to prevent damage from occurring. It recommends that I plug in a power cable to make sure that the card is getting full power. I open up the comp and there is no such cable and it didnt come with one. Its a PCI-e card and I'm wondering what this means.