There should be 2 connectors on it. one for power and one for the sata cord. See this image: http://www.rbmods.com/Bilder/Articles/Seagate/160gb/pic6.jpg
. If your power supply has a sata connector, you can use that. Otherwise, you will have to use the adapter they gave you. You will also have to run to actual sata data cable from the hard drive to the motherboard.
Hope that helps.