There is likely more connectors than you actually need.
here is a diagram of your motherboard with labels:http://support.dell.com/support/edocs/systems/STD540/en/SM/techov.htm#wp1194395
you need to connect the 24 pin motherboard power connector (the big one) to #9
the cpu power connector is on its own wire. there are 2 of them each with 4 pins next to each other. connect one to #35.
your drives probably use sata power connectors. they are the skinny/flat ones. there are 3 on one wire.
if you have a video card it might need the pci-e power connector, it will plug into the video card. its on its own wire. not all video cards require one.