CPU Power Plug Damaged

I recently purchased a V8 Cooler master Heatsink for the CPU and after opening it I noticed the 4 Pin connector for the power is a little mangled. In its current state Im worried it may not work. Is there any way to take the plastic connector off and attach a new one? And where can I get the replacements? Will Frys have them in stock? Or should I just return it for a new one or just plug it in and see what happens?

The reason Im asking is because I have to take my MB out to install the thing, and if it doesn't work it will be a royal pain in the ass. Also, dealing with Fry's returns is also a pain in the ass if there's a 1$ solution.