You've basicly answered your own question, but i will confirm, there is simply not enough power getting through to power a mechanical hard drive.
If you want some thing like that to use with a mechanical drive there are a few similar cheap options on ebay that will do the trick, i have one myself. Just search for something like Sata to USB converter, i got mine for around $8.
Yeah, I kinda guess that would be the answer :-\ Bugger, never mind, I'll pick up one of those adapters/converters you mentioned or from what I read a powered USB hub would work, do you have any knowledge of those???
Thanks for your help, much appreciated =)