New PC, doesn't start

Hello everyone! Today I tried to help a friend build a new PC. Everything went fine, except for one thing...

On the motherboard the ATX power connector was of course the standard 24-pin, however the PSU had a 20+4 pin connector. So, we connected both and noticed they had arrows on them. They were pointing at each other, which to our logics was and still is completely wrong. But we ignored this and went on. When everything was connected I had two concerns.

1. The power connector
2. The power switch connector

Yes, there's another problem. We weren't sure which of the front panel connectors was the negative one and which was the positive one. However, we can simply test different 'setups' to get around this, unless you guys know anything about that. Every front panel cable had one black wire and one randomly colored. Also, one of the power switch connector had an arrow on it. Does this mean it's negative or positive, or something completely else?

Anyway, here are the specs:

Case: NZXT Hades
PSU: OCZ 550W ZS
Motherboard: Gigabyte B75M D3V
The rest is irrelevant.

So when we press the power switch nothing happens.

Three things we've tried:
1. Switching the power switch connectors' places.
2. Switching power cord.
3. Rotating the power cables, but we can't get them to point in the same direction. Here's a pretty picture of the power cables: http://s1215.beta.photobucket.com/user/SilverToastinato...

What's likely causing the problem is what you just looked at (if you haven't seen the picture yet, go look at it right now, don't challenge faith). But how are we supposed to get the arrows pointing in the same direction? Or if we can't, then... wat... what's causing this?

Please help me internet, you're my only hope.