I remember back when CD-ROM's first came out, you could plug in the power supply for your floppy into the audio plug of the CD-ROM.
I used to see power supplies and CD-ROM's fried all the time because of that!
As far as what connectors fit what... it's kind of hard to get them mixed up for the most part. You can search around on the internet and find more information.
For starters, there's a pretty good guide HERE
Connectors