I have MSI's K8N Neo4 Platinum SLI, similar to your board. I also ordered an OEM DVD burner, but there was one IDE cable in the box so you shouldn't need anything else. You will need the 4pin CD-in cable though.
Though I do not think that he isn't a true techie for not being able to identify the cable in that unclear picture. Then I would think that you weren't very quick on doing the simplest solution of visiting the MSI site and checking the package contents in their online manual here
where it clearly states that an IDE cable is included.