all you need to do is install the latest nvidia drivers and enable physx on your gso, that's it.
you have two different cards, so there is no need to worry about enabling sli. your gtx will process graphics while your gso will work as a dedicated physx card.
Thats what I was trying to get across in my first post. Just because you have two Nvidia card's doesn't mean you need to connect them with an SLI bridge. That would only be the case if they where the same card and you where using them for....SLI. You're not, so just plug both cards in separately.
Make sure your running the newest drivers, as older drivers as older drivers were reported to not "see" the card if a monitor was not plugged in to the second card.