Dimension 8400 w/ Dell A5650 5.1 Surround sound Speakers

I bought an (I thought) integrated Dell system through Costco.  Their Item # 835606.

 

Here is part of the squib on the Costco.com site:

 

Dell 8400 P4 3.2GHz
1GB 250GB 19"LCD
DVD, DVD+RW/+R
XP Home/Works
$200 Off128MB PCI Express™ x16 ATI Radeon™ X300 SE
3 Year Warranty

 

As you will see by going to the Costco site, the system comes with Dell A5650 5.1 Surround sound Speakers (which include the center unit that attaches to the 19" monitor--so far, nice).  But the center speaker contains an orange 9-pin male connector; the documentation shows it should connect to a port labeled "center" on the back of the CPU.  There is no such port, nor any connection that would take the cable from the center speakers.  As those speakers have the volume control, it appears the whole sound system is useless.  Any solutions?  I can't reach Costco.

 

Thanks in advance.