Addonics sells a SATA-IDE converter
http://www.addonics.com/products/io/images/adsaide_web.gif
and they nicely include a 4 pin Y power connector.
I couldn’t get the power connectors to plug in because the pins were bent, and they nicely sent me a replacment.
But the replacement had the same problem, and I figured out the reason is actually that the wires in the connector are loose and wiggle easily out of alignment.
Here’s the male connector:
http://www.fluxsoft.com/images/male.jpg
and the female
http://www.fluxsoft.com/images/female.jpg
Addonics insists it is completely normal for these power connectors to have loose pins!