There should be a square four pin connector next to the CPU, that is where it goes.

jbennet...how many post have you made??? And you ask these questions without providing us with information that is a must in order to help?!?

The manual should have instructions for wiring the header. That's the best I can do with the information provided.

okay i manage to get the other pins in but i cant find out where the fan and usb and power button headers go in and theres no manual (got mobo off ebay for cheap) so ill try and identify the board and post later once ive dowloaded a manual.

Most of the time the power leads are marked on the power switch and HDD led and such.also on the mother board normally at the bottom right side.if you put them in upside down the system won't start or the led's won't work.most of the time the connector are connected with letters down but try them both ways starting with power first.it won't hurt it.the case fans are marked on the board also the closest one to the cpu is for the cpu fan.the usb connections are also marked unless it doesn't have connections for external usb.if it does they will be located either in the center or toward the back marked as usb 1 and 2 or just usb if only one.