You do not have to use the original box.  But I did use the original black inner box with the folding flap and it actually works very well.  But any solid box with plenty of padding will work.  Just use common sense and secure the card (and put it in the anti-static bag) as if it was made out of glass and you are trying to protect it. 
Just don't send the card in a padded envelope or padded bag - it needs to be a good solid cardboard box, about the same size of the original box.
And - remember to write the RMA number on the very outside of the shipping box with a sharpie magic marker.
 
EVGA also advised me to keep everything else that came with the card.  Only send back the card.
 
EVGA said: Please do not send in the following: Power Cables, Power Cords, Posters, Games, T-shirts, I/O Shields, I/O Covers, CPU cooler Adapters and Brackets, Adjustment Tool, Weights, DVI to VGA Adapters, HDMI adapters, DMS cables, Low-Profile Brackets, Case Badges, Graphics Card Backplates that were purchased separately as an accessory or given through a promotion, Stickers, Manuals, CD's and original box packaging.
 
They just want the card and apparently discard anything else you send in.
 

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