If you decide to plug the USB cable with the keyboard on it into a USB 3.0 port, the there is no need for you to connect the other USB cable. The other one is for extra juice that's needed for the lights and the controller chip when there are no USB 3.0 ports available at all.
If you have USB 3.0:
- Plug in one connector, into a USB 3.0 port, leave the other one dangling.
If you have USB 2.0 ONLY:
- Plug in both connectors to a USB 2.0 port.
I hope this helps.