Top left hand side of the motherboard, its it a square connector, or rectangular? If Square, is there a black tab right next to it? does that 4pin have another 4pin connected? if so..... make sure you have both pluged in to be the CPU 8pin....
if it looks like this:
take off the black tab, and plug in the other 4pin connecter.. (with the computer turned off and psu unplugged....)
They should go together like in the pic below: