Ack, I'm an idiot. It was the 6 hole connection on the side of the card that was needed for power, just like any other newer video card...
I'm still not sure what that tiny connection is for, maybe for connecting to another video card if I run two of them in an SLI format?
could also be a fan regulator or something, but I don't mind if the fan runs full speed, as noise isn't an issue for me.
Either way, it is working now. I feel like a tool.
I'm just not going to bother with the small connection..
P.s. tommy_boy_07, you're right, my motherboard does bottleneck my video card a bit because it only supports a max of x4 in the PCI express slot, but it still performs better than my previous card... I wasn't really wanting to spend the money to upgrade my board yet as I'm only a casual gamer and don't use any extremely resource intensive apps or games. Plus, I'm kind of nervous about moving my processor, as I'm not sure about compatibility and also would have concerns about damage, as I've never done that before. This computer was my first build.