If you are powering the QCX from an external supply then the 5V
connection to the programmer in not needed (in my experience).? It will
connect the output of two 5V regulators together which is probably not a
good idea.
Programmers vary on how they handle this and it is good to check. On some programmers, it is a V-sense INPUT to the programmer - so that the programmer can sense what supply voltage the board has, and send the correct voltage levels accordingly. I use an Olimex programmer and it is like that. So I think it is one thing that has to be checked carefully - some programmers need it and some do not!?