There should be one big connector (like 4cm wide) - this supplies the motherboard power, and it shouldn't be too difficult to spot the socket on the motherboard where it plugs in, usually up by the processor somewhere.
The other plugs hanging off the PSU are for various devices - the most common are about an inch wide, which go in your various CD/DVD/hard disk drives. The only other one you need to worry about is the floppy drive power - this is smaller (about 1cm across), usually white, with 4 tiny pinholes.
Once you've got your motherboard and all your disk drives plugged in, you're in business. The rest of the cables can be tucked away on top of a CD drive or something.
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<GSVsleep> cows would live a lot longer if they werent made out of steaks and leather
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