I'm mining with on Windows my two 5850's and didn't ever thought about need to use the dummy plugs, it isn't needed!
You just need to disable ULPS - this mechanism disables the second card without monitor/workload. Here's how to do it:
Go to registry and disable Ulps:
[HKEY_LOCAL_MACHINE\SYSTEM\CurrentControlSet\Contro l\Cl ass\{4D36E968-E325-11CE-BFC1-08002BE10318}]
and change "EnableUlps" to 0 under the 0000 and 0001 or 0003 keys.
Cool very useful. So I can do this, restart windows, and I can mine with all the GPUs?