You have one there for USB (grey thick cable) goes into the board along the bottom.
You have one labeled HD audio (it also has AC'97) plug the HD end into the motherboard and leave the other end dangling.
You then have,
POWER SW
RESET SW
PWR LED
HDD LED
These four go into the bottom right corner of the motherboard, doesnt really matter which way around the SW connectors go, if the LED on the case fail to light up then just turn the connectors around 180degrees.
The thick red cable is for ESATA, plug this into a SATA port.