That 8-pin CPU connector is designed to be split into into a 4+4-pin. It is a simple slide fit, where the two haves are joined. Don't worry your PSU is fine, it will accommodate the 4-pin CPU socket.
EDIT: If you go on Newegg's site for the PSU (http://www.newegg.ca/Product/Product.aspx?Item=N82E16817139040)
you can easily see the "split-line" in the 8-pin connecter, especially once you zoom-in through the picture/flash viewer.