Hi there,
May I ask what PSU you are using?
As the GTX 460 has two 6 pin PEG (PCI-E) power connections then if your PSU has these cables coming out of it, then use them.
However, if you don't have enough direct PCI-E power connections from the PSU, then use the 4 pin (molex) adapter. Just make sure your PSU is up to the job of powering your full system.