Thanks for everyone's help!!!
Finally, I got my two Asus gtx260 running in SLI mode on the Asus CG5290 desktop!!!
A little guide for who has the same problem
What I have done:
1. change PSU from 700w to 950w
2. flash a new BIOS which had compacted SLI Certification
3. reinstall windows
4. install the latest Nvidia video driver
5. FIRST TIME saw "SLI configuration" and TURN IT ON!
6. got things fly...
Again, special thanks for the mousemonkey's patient work with me!