What kind of motherboard do you have? The 20 pin goes to the 20 pin connector on the motherboard, and many motherboards need one other power connector plugged in as well. For current AMD and Intel systems, it's a small four pin "square" connector with yellow and black wires. For older Intel P4 systems, it's a flatter five pin connector with orange, red, and black wires.
The four pins (Yellow, black, red) are generally referred to as "molex" connectors, and you are right, they are for hard drives. They can also be used for fans, video cards, and optical drives.
The plugs and sockets match, you can't connect the wrong one. All the plugs are 'keyed' in some way so they only goes in one way. Just take care and look at them before you plug them in. Don't force anything.
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The four pins (Yellow, black, red) are generally referred to as "molex" connectors, and you are right, they are for hard drives. They can also be used for fans, video cards, and optical drives.
If anyone has a dell 4600
maybe you can help me with wiring Ill get my power supply tommorow.
all I got are plastic bag things!