XPS 8940, how install second 2.5 drive?

Hi,

I have two 2.5 drives I'm trying to put in the two open bays. However, there are two long connectors but only one short connector (sorry I don't know the names of these, but they are what go into the end of the SSDs).

I plug a long and short connector into one SSD and that drive works fine, but that only leaves me with a long connector (no short one) for the second drive),  and so that drive doesn't work.

Is there something I'm missing?

Thanks!