to have that extra power?

I'm building a machine up and I have to use a celeron 2.4 GHz 533 MHz. This is the first celeron I have built in a while and I was wondering if I should connect the extra power connector, (usually meant for the P4 and AMD 64 now I believe) to the motherboard or no? ( pLease note that I'm speaking of the small secondary connection for power to the mainboard, not the large standard connection)

Thanks for any help.