Apologies for the slight necroposting, but I just wanted to say that after a while pondering on this one I finally dug out my Dell Dimension L800CXE and did the same thing.
The original PSU exploded in quite a spectacular manner when I plugged it in one day, and after making funky adapters myself and not being happy with it I ended up just swapping out the connector.
Here's the board "post surgery": You can see the extra 5 pins below the 20 pin where it used to be, and I removed the AUX Power Connector above it.
Funnier still if you look to the left, there's outlines on the board suggesting where the 20 pin should go depending on where it's destined to go!

Here it is all plumbed in and running, it is still missing the extra pin but it seems fine for now. I plan to order some pins and finish it off soon just to be on the safe side.

Complete 98 rebuild with 512mb RAM, 1ghz PIII and a Geforce FX 5500 PCI GPU, it games really well and had much fun with buddies playing Unreal Tournament again last night!