[Troubleshooting] NZXT Phantom Fan Connector

Just finished my first build, bar this cable

http://i.imgur.com/kg5Sk.jpg (Sorry for low res picture, laptop webcam).

I've tried plugging it in to my PSU but it will not fit, I also can't see a motherboard location for it

First build, everything works fine aside from this so if someone can help it would be great!