The thing I linked is a 3pin to psu adaptor with passthrough molex connectors
those molex from the Fp are for powering the fans,
plug the Psu into one of them, ignore the other for now but that is a passthrough connector so you could then put a drive from that.
you don't need an adaptor though
and how is the female molex plugged into the mobo? seems wrong to me, unplug it
*Edit, section four here may help you a little too,http://www.tomshardware.co.uk/forum/288241-13-read-posting-buyer-guides-troubleshooting