Where does this need to be plugged in?

You should have you 20pin cable with the four pin attached, and the should be a separate four pin that goes into the 12v 4 pin male connector on the board. If you don't get power, there's an issue. Is your power button in the right spot? have you tried your board with another PSU? have you tried your PSU with another board? If there is a green wire on you 20 pin connector, (there should be) short it to any black wire on the connector while the PSU is on. the green is the power on signal for the PSU, i your PSU doesn't turn on (signified by the fan spinning) your psu is dead.

the four pin should have another 3v 5V and 12V with a ground (black)

You had it right the 1st time with all 24 going into the one plug, and your right about the other 4pin cpu connector going where you had it as far as I can tell. So we need either more info like does it turn on at all (beep, screen flash, or cpu fan come on?) or you might have a DOA PSU or Mobo. Does the PSU fan come on if you plug it into the motherboard the way I described and then you hit the power button?

Still trying to understand all the comments, so all I can provide now is:

When I flip the power switch on the PSU the red LED on the case turns on, indicating that it's receiving some power. None of the fans turn on, but that could be because I am not 100% sure I plugged it into the proper place (this is a picture, and the white part that is connected is from the fan and it has four male pins, so i put them into the female part of the motherboad connectors...it just made logical sense to do so). That left the open/female one that i was holding as well).

What would the second 4pin look like (er, what would the title be?). The only 4pin connector I see has "CPU" written on it, and there are two separate ones).

I unfortunately do not have another mobo or PSU to try it with. It would be hard considering I spent the entire day screwing everything in, lol.

This what I meant by the two separate 4pin connectors that say "CPU."

dude! look at the diagram i posted. its simple, the 4 pin you are looking for will be A) in the same 'bundle' of wires as the 20 pin and B) have a yellow (12volt) red (5volt) orange (3volt) and black (common ground) wire.

unless you KNOW your correct do NOT turn on your computer. btw, if you do not have the 4 pin to the cpu plugged in it won't turn on.
read this!
PERFORM THESE STEPS before posting about POST/boot/no video problems!

Whoa you don't wanna just plug stuff in because it fits. it doesn't always work like that. I am confused about what you said about the fan. are you talking you CPU cooler fan? cause if you are that need to plug into the motherboard.

As far as the 4 pin connectors coming from you PSU either one is ok to plug into your motherboard.

OK, so I reviewed the colors, they matched up, so I inserted all 24 (20+4) pins into the appropriate spots.

That only left the 2 CPU connectors that could fit into the 4pin 12v. Upon closer inspection, only one of the two CPU connectors had the proper fit for the 12v so I plugged it in. I am back at square 1.

I'm looking over the link you posted, but I'm not sure what to do if I lack a new mobo or PSU to test with.

Yeah This --->
Rep+ dude

You need "both" 4 pin plugs plugged in. Not just one. You should have a 24 pin plugged in, and an 8 pin.

Okay, if you got that far, everything from the power supply is plugged in correctly. Now. Check both your motherboard and case manual, make sure your power button, reset button, HDD and power lights, all of those are in the right spot. Make sure all components (processor, videocard, etc.) Are seated properly, and that the fan for the CPU is plugged into the motherboard.

No, he doesn't need both four pins. research his MOBO. He doesn't have an 8 pin.
http://www.gigabyte.com/products/product-page.aspx?pid=...