I mine on Win7 and Xubuntu. With Win7, I don't need dummy plugs. But with Xubuntu, if I don't use a dummy plug, the system recognizes both of my GPUs but they each mine at half of the rate they're supposed to. If I use just 1 dummy plug, I get the full hash rate from both. (shrugs)
So, you should be ok without one, especially on Windows. But if something is not right once you get everything up and running, you could always plug one in and see if it makes a difference or not. I used the DVI -> VGA adapter that came with my card and made a dummy plug with that and three 75 ohm 1/4 watt resistors, as described here:
http://www.geeks3d.com/20091230/vga-hack-how-to-make-a-vga-dummy-plug/ You can get 10 of these resistors on eBay for $3.