There's not much you can do about this problem, aside from complain to the manufacturer of your video card that their heat sinks weigh too much + position of their PCIe power connectors combined with cable tension/weight/gravity causes you great concern. Generally speaking, most dual-backplane cards these days (which is most video cards) have this problem to some degree.
If your PCIe x16 slot has a "locking" mechanism of sorts, then you don't need to worry about it -- the card won't come loose over time. Examples of what I'm referring to:
»www.pcstats.com/articlei ··· _d10.jpg
»www.pcstats.com/articlei ··· pcie.jpg
(see white knobs on bottom of PCIe slots)
»www.motherboards.org/ima ··· p3_8.jpg
(see blue tab on blue slot, white switch on orange slot)
Now you understand what that little L-shaped "tab" thing is for
off to the right of the PCIe connector on cards. --
Making life hard for others since 1977.
I speak for myself and not my employer/affiliates of my employer.