Here's the work I've done today:

First I built myself an apropiate pin-remover:
http://i65.photobucket.com/albums/h2...Unbenannt1.jpg

This is how it looks when I started:
http://i65.photobucket.com/albums/h2...Unbenannt2.jpg

During work:

http://i65.photobucket.com/albums/h2...Unbenannt3.jpg
http://i65.photobucket.com/albums/h2...Unbenannt4.jpg
And then I finished my powersupply. I also changed the grill for a black one:

http://i65.photobucket.com/albums/h2...Unbenannt5.jpg
http://i65.photobucket.com/albums/h2...Unbenannt6.jpg
http://i65.photobucket.com/albums/h2...Unbenannt7.jpg
http://i65.photobucket.com/albums/h2...Unbenannt8.jpg

I'm really happy with the result, the selfmade pin-remover works like a charm, nothing bend or broken, took me no more than 10 minutes with my dremel to make!!
Tomorrow I will sleeve the PCIe-wire and some more wires, I allready made the SATA-wires...

I used 1/4" Techflex Flexo PET together with some 3:1 heatshrink in different sizes, all of them have glue inside, which helps a lot IMO...