I've replaced my video card in my mac pro, as I was removing the old video card, the PCI Express slot retaining clip broke, but I'm able to use my new install video card just fine while it's firmly screwed in place, should I be worried?

The retaining clip just provides additional security for the video card. Other peripherals don't have retaining clips and work great for a long time in their respective slots. However, in the future if you start to have issues with your display the first thing I would check would be that your card has remained firmly seated.

I think in order to do that they'd have to replace the whole motherboard. Because I believe the circuitry for that card slot goes through some of the plastic that extends to the clip. I really think it'll be ok. Like I said there are other peripherals that work the same way as a video card without a retaining clip.