It is not that uncommon for the mb not to come with the power cable. That is usually part of the psu not the mb. I just built 4 pc 's with intel boards, all sata and i had to get the power cables seperate since they were not on the psu. Now if it did not come with the cable that goes from the board to the drive that is a little strange. if you also need that here is a pretty cheap one from the same site so you could get them together.
Otherwise you could check pricewatch.com if you want to get a little better quality cable, not sure if it would really make a difference though