Ok, firstly don't expect all the cables to be used, you should have some spares left over.
You should have a collection of similar connectors that go to the connection on your IDE drives (Hard drive/cd-rom etc) these may have two connections along their lenght.
There should be one that fits to the motherboard and I think has 8*2 pins slots on it. It will only go on the board one way round.
Think the small square one is for use by Intel boards to provide and extea 2.8v but is not needed.
The cables you list...are they the only ones you've got or have you already managed to plug some in?