Which power connection for a 8800GTS card?

I have a Zalman ZM600-HP power supply and an evga 8800 GTS KO video card. The Zalman has a PCI-express power connector which should fit nicely into the socket on the grapchis card. However the evga manual says that it is recommended to use the included power adaptor. This is a PCI-e connector to two molex connectors. I assume this is done to spread the current drawn through two wires, instead of one, until the graphics card connector. If this is the case I will need to use 2 of the 'individual' 12V outputs. I did note that the wires on each of these 12V rails was a smaller diameter than the Zalman PCI-e connector. So the question (finally ) is which connector should I use?

Thanks for any help.