Okay, i did some more research, and your right the plug lives on both OEM and retail parts.
There is a cable that runs from the bezel to the lower left of the mobo
that connects to the onboard audio.
(right below the modem)
I haven't yet attempted to unplug it and hook it to the Audigy because I'm not sure where to place it?
bobby, the white plug top left in this pic (http://www.hardshop.gr/images/db.JPG)
is where you need to stick the cable coming from the front of the case...