How to find out when to use 4 + 4 pin processor power and when you can get by with one 4 pin? And why is everything broken?

Question

Iron

Here was a 500 watt bp with 4 pins for the cpu. It seemed like it was enough.
There is a 125 watt processor.
After some long time, everything stinks and one pin (out of four) is charred right to the piece of iron.
And why did this happen? Not enough power on 4 pins?
The mother board processor RAM videocard plows.
BP whistles for some reason but works. Why can he whistle? Which element exactly?