Noob Power Supply Hookup question

I’m using an Asus P5K-e motherboard with a Zalman 600 watt power supply. I’m not sure how to hook up the motherboard power. The board has a 24 pin power connector (EATXPWR) and a 4 or 8 pin (EATX 12V) connector. Anyway, the main 24 pin power cable from power supply has two connectors at the end. One is a 4 pin and the other is a 20 pin. For 24 pins total that fit into the 24 pin socket on the motherboard. The 4 pin connector say "Caution! Do not connect this cable with the 4-pin ATX12V connector. Doing so can damage the motherboard and CPU.

Should this say "Caution! Do not connect this cable ALONG WITH the 4-pin ATX12V connector. Connecting both can damage your mother board?



Bob-Las Vegas