My hard drive missing something?

I finally got my shipment of CPU guts, after more than two weeks of waiting, and I have everything now except the GPU, which should hopefully arrive in a few days (although that's what I said about the rest of my stuff two weeks ago...). So I'm anxiously putting it all together, a little nervous as this is really my first time building and there are alot of confusing and initimadating wires and knobs and plugs (especially coming out of the PSU). And then I come to the Harddrive, and I can't for the life of me figure out what kind of power plug goes into it. I'm reading my PSU manual, my motherboard manual, and finding them of little help. Everything I read seems to suggest a 4 pin standard peripheral power plug. So I go online searching specifically for my hard drive, a WD Caviar SE AAJS 250Gb. I find a couple pics, and lo and behold, there it is with a standard 4-pin peripheral power plug sticking out of it. Only problem is, my drive doesn't seem to have any place to plug one of those in.
I took some pics of it, but there doesn't seem to be any file attachment option on this board. Basically, there is a big gaping hope on the bottom right-hand corner of the drive, next to where the SATA connector goes. So am I just really dense and missing something (figuratively speaking now), or did I get sent a %&*#ed-up harddrive?
Thanks for the help.

Edit: I think I solved the problem, found a converter for another plug that goes in on the other side of the SATA plug. I assume that's what I'm supposed to do? Is it standard now for hard drives to be missing a plain 4-pin power plug?
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More about hard drive missing something
  1. i had to buy a converter for my new HDD. the sata drives have different power connections than the older IDE style.
  2. SATA devices have their own type of power connector. You can see in this picture:

    The longer connector on the right is the SATA power connector. For awhile drives came with both types, as you can see in this picture:

    But that is less common today. If your power supply does not have one of the SATA power connectors, you can get a converter. They look like this:
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