I just got a new power supply (600w) and EVGA GTX 570 HD graphics card.
The card is perfectly fine and all set up, but there is one cable "missing" on my power supply. I say "missing" because on my previous (came with my PC) power supply there was a 4 pronged (the little mini bits that plug into things) cord that went into my CPU..
On my new power supply there is no cord for that..but the only cord going into my CPU is the 24 pronged cable. So I have all cords plugged in including the 24 pronged cable, but hate to turn it on if I think I may be missing a cord or something?
Is that because my other PSU is outdated and this one is just brand new, or am I missing something?
That is called the P4 connector, all modern PSUs should have it. What some power supply manufacturers do is only give you an 8 pin EPS connector for more power hungry CPUs and let you split that connector into two if you only have a 4 pin CPU connector on your motherboard. Look for an 8 pin connector labeled 12V EPS and see if it lets you split it into two 4 pin connectors, then plug the one that fits into your P4. If it doesn't split, you should be able to fit the half that you do need into the P4 connector, it just means the other four pins will hang beside the P4 socket.
Remember, don't try to force the PSU connectors, if it isn't fitting, it isn't supposed to, and you have the wrong one. It is easy to confuse 8 pin EPS with 8 pin PCI-E.