what the little pci slot for

sewalk

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Shorter slots provide a fewer number of PCIe lanes, reducing available bandwidth. Generally, only GFX cards come in the x16 form factor while USB, network, & audio cards, among others, mostly come in x1, x4, or even x8 sizes. Even some video cards are made in the shorter lengths; these are for systems with minimal GFX requirements, like servers.
The Wikipedia article on PCI-Express is a good general reference on this subject.

If it's Pentium4 or older board and the slot is at the extreme end of the board, it's likely a CNR, AMR, or ACR slot and it's best just to ignore it. Even when they were common, it was unusual to find anything plugged into them.