Hmmm, I installed everything from the CD first - Drivers and afterburner software, and the voltage tweak in afterburner was grayed out.

So I then uninstalled Afterburner and installed the latest version from MSI's website, 1.6.1 which says - 'Added NVIDIA GeForce GTX 460 series and MSI N460GTX Cyclone series graphics cards support (including voltag control!)', but the voltage setting is still grayed out

Emailing MSI.