Sounds like the cable you have is an SLI Bridge which is for Nvidia cards. you need an AMD/ATI Crossfire bridge cable.
Go to ebay and do a search for Crossfire Bridge and pick one up from there cheap and you will be good to go.
Ahh thanks. Your answer prompted me to look at the packaging list on my mobo. And it came with a SLI bridge only. I have already placed an order for a CF bridge. thanks