As a resolution to this thread...

After a bit of to-ing and fro-ing between XFX and OcUK, OcUK took the graphics card back and then sent it onto XFX to be 'fixed or replaced'. About four weeks later, I was delivered a shiny new 5870!
So far, no problems to report.

Thanks for all your help folks. Hopefully, I won't be coming back to you with another graphics card related issue for a while....