Help building new system.

Ok, so today I began installing all my hardware and connecting all the cables to my motherboard, psu, etc. This is my first time putting a system together, so the biggest thing that's giving me an issue are the cables that came with the PSU and motherboard.

As far as the installation went, I was able to get all the hardware secured to the case/motherboard without any problems. I connected all the case cables to the motherboard (Gigabyte GA-MA70X UD4P), which wasn't that bad. Connected the CPU fan successfully.

I think I connected my optical drive (SATA DVD drive), but could use some help varifying. For this, I used the power cable that came with my PSU (OCZ 500W). This cable has a total of 3 SATA power connectors, is this correct? I can use this on my SATA hard drive for the power also? For the data cable I used the L shape SATA cable that came with my motherboard and connected it into the SATA0 slot, is this correct?

My next problem are the case fans. I'm using an Antec 300 case with 2 120mm Scythe fans. I installed one fan to the front of the case and the other to the side panel which was removed. Is this the optimal setup for the fans, or should I put 2 fans in the front instead? The connectors that came with my fan confused me. One wire came out of the fan with 3 pin female connector, and an attachment with 3 pin female and a male/female molex (I think that's what they are called, they have 4 metal prongs). The first fan I put together I think I did correctly. I plugged the 3 pin wire connected to the fan into the 3-pin female attachment that came with the fan. Then I plugged the 3-pin male from the attachment into the sys_fan2 on my motherboard. I used the molex cables that came with my PSU and connect the 6pin connector into an open slot on my PSU. I then installed the second case fan on the side panel which was removed. The fan again came with the 3-pin female and the attachment with the molex male/female and the 3-pin male/female. I connected the 3-pin male from the fan into the attachment. I connected the molex from the second fan attachment into the attachment from the first fan. The 3-pin that I connected to the motherboard went into the sys_fan1 slot, which was for some reason a 4-pin, but looked as if was compatible with a 3-pin also. Is this ok that I used this slot on my motherboard? There are no other sys_fan slots with 3-pins.

My next problem I ran into was when I realized I hadn't connected the molex cables from the two fans already installed in the case. These fans also come with a switch L M H, i'm guessing thats low, medium, high. What should I set them to? Do they stay inside my case just laying around? There were no other cables that came with my PSU that I could connect the molex cables from the pre-installed case fans. How do I give them power?

Another thing confused me. It has to do with the cables that come out of the PSU. One connects to the motherboard and is longer with maybe 20+4 pins, this was connect successfully. There is also a 4-pin cable that comes out of the PSU, and I don't know where it goes. It comes out of the same bunch as the cables I connected to the motherboard, but it is an awkward 4-pin female piece.

My last question has to do with one of the cables that came with my motherboard. I think it's the IDE cable (long and flat). This is used for older hard drives, and I can disregard this IDE spot on my motherboard since I'm using SATA cables, correct?

Since I'm fairly new to this I might have used improper terminology. If anything needs clearing up or more detail please let me know.