This one confused me for a couple of minutes as well, I put the PSU end into the GFx card and wondered why I couldn't secure the other end to the PSU.
It wasn't until I looked closer and noticed that one end was a 6+2 configuration and remembered Corsair had done this for the HD2900 series cards that I got it sorted.
Still other than that tiny mix up, the PSU is working great, right now I can't hear anything from my PC over the general sounds of the house (heating etc)