It's not going to hurt. But it's also not going to do anything for you.
I use mostly Asus boards, they come with a 4 pin cover over half of the 8 pin connector, that tell's me I don't really need the use of an 8 pin connector.
This is the one and only Intel board I have used and it didn't come with a cover over half of the 8 pin connector, with all of the included accessories you'd think that little piece of plastic would be there.
I'm not really a big fan of "RTFM" but I do it, here's a couple of quotes;
"Failure to use the appropriate power supply and/or not connecting the 12v (2x4) power connector may result in damage to the board or the system may not function properly"
"Connect the 12v processor core voltage power supply cable to the 2x4 connector. Use the 2x2 to 2x4 adapter if needed."
There's drawing showing an 8 pin cable to the MB, and a 4 pin cable to the 4 to 8 pin adapter to the MB that accompanies both quotes.
Seems to me kind of like a 6+2 pcie connector, doesn't really increase the amount of power but the extra pins send a signal.
I could be wrong, but with no vid card on the board right now I can't test it with just a 4 pin, I will as soon as I can.
In shovenoses case I'd think he either got a bad adapter ( don't know how that could happen but I've heard it before ) or simply a bad board ( more probable ).