That's right. Here is a picture of the P4. or CPU Connector
This wire is For the CPU Power And used to be refferred to as the P4 connector because it first was used to supply power to the intel P4 Processor. It only had 4 pins at the time and allowed for more stable DC voltage to the CPU. As overclocking became all the rage the AMD people also started using this connector and it was then renamed the CPU Connector and is not the same as a PCIe connection. This wire now is an Eight pin connector but most Motherboards only require four of them to be connected. That is the reason that four connectors are covered in the picture. They are not require but they are recommended if your going to overclock and use the PCIe 16 Slot.
This Wire Connects Here.
See that this connector is located in a really bad place on the board. We run this cable behind the board so this cable doesn't look Ugly routing over your nice clean board.
Another way of running the wire is hide it along the window side of the box part of the case and use plastic glue type wire tie downs to hide it.. That is a good way to hide the cable if you have already mounted the board and do not want the pull it off again.
Here is a picture of the tie downs.
edit: ohh and btw, im using a P5Q SE PLUS mobo, and yeah, the socket for the CPU power has a very bad location hehehe kinda hate it )