Using the shaders heavily. I don't know much about the specifics of the hardware, but take a look at one of the many reviews Sky has done that shows power usage during folding:
NVIDIA GeForce GTX 560 Ti 1GB Review
Here is a graph with idle consumption of a 560ti:
Uses 181 watts.
Here is another chart, same rig with the 560Ti folding:
304 watts.
Not an exact experiment, but yes, if the heat the GPU is spitting out is not your first clue that lots of power is being used, then the above two graphs should help a bit.