If you are using a "6+2" connector, you are using a PCIe power connector designed for the video card. You need the "4+4" pin connector for CPU power.
The connectors are not interchangeable. Using either in the wrong place will result in shorting 12 volt power directly to ground.
Good call on detecting a problem and asking instead of just forcing things. If you had managed to connect the plug and were lucky, the overload protection circuits in the PSU would have electronically shut the power supply down. If you were unlucky, you could have fried something expensive.