I have no idea why other people are saying other things when the fact is that you don't need a 4-pin CD-in. All it is really doing is adding confusion to an already resolved issue.
Yes, my current board has onboard audio, and I didn't connect a 4-pin CD-in cable. Yet, I can still listen to CDs just fine.
Now this is different in your case since you are using a sound card.
To justify the fact that the CD-in is unnecessary with a sound card, I just threw in an audio CD into my old Dell and listened to music perfectly. I put the CD in both drives: DVD-ROM & CD burner. And to no surprise, there was only one cable coming out of each optical drive: an IDE cable. There were no aux cables connected directly to the soundcard whatsoever. Matter of fact, there were no cables come out of the sound card.
Just get the IDE cable for your extra optical drive. There is no need for this CD-in business.
If you for some strange reason need it later because you can't play CDs, then I'm sure that you can easily order one online for a buck (GENERIC AUDIO 24" 4-pin Connector Cable Model 11A1-12418 - OEM
I'll even quote of the newegg.com comments on that wire:
Originally said by OmegaZeig in a newegg.com review
This Cable is not required if you are using Windows XP with an 80 pin IDE. If you dont believe me just try taking yours off and see that it work just the same.
To be honest, it seems like things just get more confusing with more replies.