The SATA power connectors can be connected any way you like. They only provide power, not data.
The SATA_E1 is the SATA port connected to the JMicron controller. The 6 normal SATA ports are connected to the P55 chipset. The SATA_E1's performance will be horrible. I suggest you avoid using that port unless it's your 7th hard disk in the system.
I own the P7P55D EVO, and it has 2 SATA ports provided by the JMicron controller. It's performance is going to be slower because of the increased latency introduced by the JMicron controller.
I recommend you plug the OS drive to SATA 1. The rest you can plug any way you like.