I dont know what you mean by just one? I have 2 power supplies here.. One has the longer SATA connectors and the other doesn't. SATA works fine on both of them.
For the power supply with the longer SATA cables I connected all 3 cables to the back of the sata drive.
For the power supply that does not have the longer sata connector I just connected the regular 12v power cable (Same as on your CDROM) and the smaller sata cable to the hdd.
I took a pic of my sencond computer without the long style sata connectors.. just hook it up as you see in the pic.