I think you only need that 4pin molex on the mobo with certain CPU's or if heavily OC'in the CPU itself 
Edit:Ooppps,its an extra SLI / XFIRE Power Connector
http://ftp://174.142.97.10/manual/P67%20Extreme4%20Gen3.pdf
When does this connector need to be used
Edit:Ooppps,its an extra SLI / XFIRE Power Connector
http://ftp://174.142.97.10/manual/P67%20Extreme4%20Gen3.pdf
When does this connector need to be used
If the gpus are undervolted, then its probably no bigge. As far as I know, it should be used whenever 2 or more gpus are being used.