what the heck is this???

pretty sure that would be for the little pc speaker if you have one. you know...the one that makes those little beep sounds inside the tower. i know most prebuilts have them...not sure about your computer.
 
Probably the PC speaker, could be the CD audio, but I doubt it.

CD Audio cables typically have 3 or 4 wires and are mostly covered, PC speakers tend to have only two and are just wond together.
 
ok so my mobo came with a little tiny maybe 1in long cord labeled "speaker" and it has 4 (really small) pins that i dont know where plugs into...
Connects to the mobo's speaker header :) See the manual on the section labeled prolly as "front panel connector" :)
 
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