So only cards with EFI can run more than 2 monitors in a Mac Pro?
EDIT; I haven't figured out the quote thing... The above question was posed by All Taken.
Sort of yes, sort of no. Graphics cards with the correct Mac firmware will work in all situations. Cards without the correct Mac firmware will exhibit strange behavior, especially during POST and during Boot. During that time the only video drivers available to the system are what's contained in the Mac's firmware and the graphics card's firmware. If something is missing from the Mac's firmware it looks to the graphics card's firmware to fill in the holes. If it still cannot resolve any issues it will halt the boot process. After OS loads the firmware dioesn't really matter anymore (for all practical purposes) and more sophisticated drivers take over and enable all the functions of the card.
So in this case it may be that you were using the wrong connection or that because of the missing firmware the Mac was unable to force the graphics card to perform a switching function of some kind to enable the use of the HDMI port in conjunction with the particular DVI cable you were using. By switching cables you may have manually made the necessary switch or bypassed whatever conflict existed. It also may just be a limitation of the card itself. it could have nothing to do with the Mac at all.