Yes when you try and plug it into a ide cable, the ide cable has a pin hole blocked but the adaptor is not missing a pin. If you plug it in wrong you could put the power side backwards.. And then bad things could happen. ..
A lot of those cables that have a pin blocked out just have a rubber filler in the hole. On the cable included, does it look like that may be the case? If it is you can usually just use a sharp pin to poke it and remove the block. If it doesn't have a removable block you may need to get a different cable.
On the adapter there is a marking on one side that has the number 1 and a small arrow. This is marking the side of the connection that refers to pin 1. On your cable there should be one side that has a red, or other dark color, line down it. That side of the cable is also pin 1. So you'll need a cable that doesn't have a block, then just match pin 1 to pin 1 and you should be set.