New graphics card - power supply problem

I just installed a new graphics card (nVidia GeForce 9600GT 512MB GDDR3).  While installing from the CD (setting up the drivers,etc), I got an error message:

"The NVIDIA System Sentinel is reporting that the NVIDIA-powered graphics card is not receiving sufficient power."

I clicked on the 'troubleshooting' button and received the following message:

"To remedy the problem, ensure that your NVIDIA graphics card in your system has the supplemental power connector attached.  This connection is required and your system may be damaged if it is not in place.  Please refer to your owner's manual for complete inspection instructions.  Also, the power supply in your computer must be able to supply ample power to power all of the attached peripherals in addition to this extra connection."

My computer is a Dell Dimension E510.  The graphics card I'm replacing is an ATI Radeon x600 SE Hypermemory 256MB PCI Express x16. 

I located the 'supplemental power connector' they speak of that came with the new graphics card - it is a Dual 4-pin to single 6-pin PCI Express power adapter.  But inside my computer, I have nowhere to plug either a 4-pin or 6-pin adapter cord into.  My previous graphics card did not have or require any additional power.  There is an unused 5-pin adapter coming out of the power box inside my computer - but it isn't compatible with the new graphics card or its adapter.

What now?