SN25P/BFG7800GT/Cold Boot Issue

Hi, everyone.

My system will not cold-boot with the video card’s power connected! (I have a Y-cable, attached to an otherwise-unused rail.) I get the orange light on the front of the case.
What I have to do every time I need to turn my computer off is: boot it without the video power connected, leave it on for a couple minutes to let it warm up, then turn it off, connect the video card’s power, then turn it back on.
After that, it will run World of Warcraft every day, blazingly fast, until the next time I have to blow the dust out of it.

This is so frustrating! Does anyone know what’s going on here?

This is my system:

Shuttle XPC SN25P
AMD X2 3800+
2x1GB OCZ PC-3200 2-3-2-5
WD Raptor 150
BFGTech 7800GT
DVDR/CDRW combo drive

Thanks!