You should have two connectors: a 24 pin ATX one for board power, and that 4 pin one specifically for your CPU
http://www.newegg.com/Product/Product.aspx?Item=N82E16813128469 It has both the 24-pin ATX and the 4-pin CPU connectors labeled.
Newegg lists:
1 x Main connector (20+4Pin)
1 x 4+4 Pin ATX 12V
You will use the 20+4 Pin for the main board power, plus the 4 Pin for the CPU (without the optional +4)