Reel Break, I'll try to answer your question. I am assuming yor 200A panel has a MB and is the service equipment. The six circuit rule is often misunderstood. This comes from 230.71 that states that up to six discos, switches or breakers may be grouped together with out a main at the service equipment. This rule has nothing to do with your 125amp sub panel. Yes you will have to take a fourth grounding conductor to the panel. You are not required to have a main in the sub panel but I know of inspectors that require factory installed (bolt in, not back fed) mains in all subs for safety reasons.
Hope that helps.
