Have you disabled the on board GFX / enabled the discrete GFX ?
Have you attached the two 6 pin power plugs to the GFX card ?http://www.geforce.com/Hardware/GPUs/geforce-gtx-460/specifications
Thermal and Power Specs:
104 C Maximum GPU Tempurature (in C)
160 W Maximum Graphics Card Power (W)
450 W Minimum System Power Requirement (W)
6-pin & 6-pin