What's the "p4" cable? Please describe it or post a picture.
However, in the event that it is a 2X2 cable with two yellow wires on the side with the little catch and 2 black wires on the other side, it is the CPU power cable. It needs to be plugged in. Look for a matching socket on the motherboard somewhere around the CPU socket.
assuming you have a similar SFF computer to mine, the connections are as follows: P1 is the main motherboard power supply, P2 is the CPU power cable described above, and P3 and P4 are ESATA power for the HD and DVD-ROM. You may need to remove the cage holding these drives to attach the power cable.