Hi Kelly,
It's pretty straight forward and works like a charm. You get a Y 6 pin splitter cable, like this one:
http://www.amazon.com/CB-6M-68F2-6-pin-PCI--Dual-Cable/dp/B005GWFZ8Y/ref=sr...
So you have the two needed for 5870 and one extra for the Quadro 4000.
This setup works really well. Just the noise before you start to use the Quadro is annoying. It's such a strange thing that you have to use the card heavily before the fan turns down. Probably a driver issue.
Besides that everything works really well. I did already some stress test, having the Mac Pro running constantly for more than 72 hours and no sign of overheating.
Hope that helps!
All the best.
A