going to upgrade the gpu in my xps 400 from the radeon x300se to the xfx geforce 6800gs pci-express card (256mb)

has anyone else done this? my question is what's with the power cord/adapter? the card came with one of these cords http://www.power-on.com/images/product/accessories/drivetopciexpress.jpg

 

obviously the 6 pin connector plugs into the gpu card but where to plug in the 4 pin connectors? and do i plug in both? the x300se that is installed now does not have any wires plugged into and i was wondering how xps systems that come with a higher end card (like the 6800gs) are installed.

 

any help greatly appreciated.