Replacing Hard drive problem. HELP !!!!

This Question is for Macbook not Macbook pro.
I just ordered a new hard drive for my MacBook. It's Hitachi Model # HTS541616j9sa00. When I removed the old hard drive from my Macbook I notice there's 4 male connector pins the left hand side of the drive while the New Hitachi has none. I assume that must be the optional power connector.
I installed the new drive and the Macbook is not recognizing it. When I boot up all I see on the screen is a folder with a question mark.
Am I getting the wrong drive? Macbook does not support SATA power connector?

thanks.
Frustated man

I'm able to get into profiler and saw my hard drive there it show the model number and capacity of my hard drive.
But I guess it must be formatted by mac so the Mac would recognize it.
I'm still new with Mac. Here's what I did. I inserted Mac installation disc in and start installing and stuck at where what volume I need to install my Mac in because it shows that I have no hard drive. I thought that Mac tell me that it's a new hard drive and need to be formatted first.

Well, At least I know that the hard drive is working it just need to be formatted prior installing OSX

Could someone help me with that

thanks

Problem solved.
I monkey around and went into Disc utilities and erase the hard drive. Once I did that the hard drive showed up and it's now installing the operating system as we speak.