The pictures were a bit dark.. had to lighten them with paintshop. Either way, you had bought a SATA hard drive. The connector you are holding in your hand is a 40 pin IDE connector. If you keep the drive, you'll need to buy an IDE to SATA converter. It's probably more cost effective to return the drive since it's new and get an IDE drive instead.
Here are pics of the differences between the connectors
http://www.pcstats.com/articleview....eid=1778&page=6