can you post the model of your power supply? if your using the basic power supply that came with the computer then it is not going to have the 6 pin connector which sounds like what your talking about. just to check, you do have it actually pushed into the pci x slot right? the connector it came with converts from the 6 pin your power supply does not have into one it does have. you need to find a spare molex? connector the one running to your dvd drive or hdd from the power supply. find an extra one of these that's not going to anything then take the connector that came with the card and plug the one side of it into the card and the other side into the end coming from your power supply which fits it.
If you plug the adapter that came with the card into the video card first then it will make more sense. plug that in and then just to follow unplug the power connector from your dvd drive and you will notice that same connector fits into what you now have on your video card. So then find a way to have all of them plugged in at once. If needed and you have no free connectors you might need to just unplug the dvd drive and keep it that way.
What kind of power supply do you have because this card might fry your system up too because it draws more power than what some basic 300w psu will be able to handle. the single fan 750ti might better option because it uses much less power and is made specifically for these type of power supplies. Interested in what card this is, I have never seen a 260x with a separate 6 pin connector. I use to have a dual fan 260x and it got all the power from the pci x.