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520 will be fine. It should have the two 6 pin connectors to plug it in.
Yup, it's fine.
You won't; the 5850 is an amazing card.yeah, i just bit on this deal too. This will actually be my first ati card, hope I won't regret it.
The system in my sig with a an HD5870 @ 900/1250 pulled 250W from the wall during a typical gaming load (and never more than 270W). Even with a generous PSU efficiency of 85%, that's still only a ~210W load. That said, the 5850 consumes even less power (~40W less typically), so even if the rest of your system consumes more than the rest of mine, as you can see you're still way below the capabilities of your 520HX.
You won't; the 5850 is an amazing card.