Should I connect two 4-pin EATX12V power plugs?

Speaking as an owner of the 1kW version, I can say that the two connectors you're talking about do sit side-by-side in the EATX12V port. They're split up (on most PSUs, not just the CM-SP) to allow people to use them on old motherboards where they only have 4-pin auxilliary power ports.

The pins on the connectors are "keyed" in such a way that the connectors will only go in the right holes. On some PSUs both connectors have some sort of marking to indicate which way they fit together. I can't remember if the Silent Pro's does or not but it's fairly obvious from the way they're bound and if they fit in ;)

I'd heartily suggest you plug it in. It'll give you better stability if you ever play around with the voltages... And does no harm if you don't.