As mentioned returning it might be a good idea.
You don't have a huge power hungry system though. Depending on model, the 970 draws an avg 150W. And the 4460 isn't a 125W CPU. All told you are probably using less then 300W on your system, which the CX500 can/should be able to handle.
First thing to do if you keep it is to keep it cool. DON'T put it in a tight space where the air doesn't circulate. Keep it on top or under a desk and you should be fine. Do your best to keep your room cool. Dust your PC including PSU 2-3 times a year. And finally do your best to keep the power draw down. This means no OCing. I kept my Antec Smartpower 450W alive this way, and it had caps way worse then what's in the CX500.