Some MBs have a 3 pin and a 2 pin connector. I'm not familiar with your board, but do you have the 3 pin connector circled and the two pin alternative is at 90 degrees to the right looking at your picture?
Yeah the one I have circled is the 3-pin PWR LED connector, according to the manual I think the 2-pin connector beside it is for detecting if the chassis side panel is removed
I believe maybe the 2-pin alternative is the yellow connector to the immediate left. It labeled "MSG" according to the chart below it (or above according to the perspective of the picture I posted in my last post)
The manual for the motherboard says that the MSG is to be "connected to the power status indicator on the chassis front panel". I assume that means it is the PWR LED?
Look at your manual. 2 of those pins are probably - and one is +, or the middle one is not used. I can never remember but I think the white wire is + and the green one is -. plug it in thusly. one pin doesn't need to be hooked up.
oh, and since you've got a good case, with the power LED wire set up as two individual molex, instead of 2 wires in a 3 position molex, you can utilize either the 3pin or 2pin header. won't make a difference.