How small is small?? Is it
a Molex connector such as plugs into Hard drives? Are the pins male or female? If it is a Molex with male pins it then plugs into a Molex with female pins. In normal power wiring the female pins are the hot pins to protect the power from being easily shorted accidently. Thus the item receiving power would use male pins. There are cases where signals/power flows in both directions in a given cable and thus the rule is not ironclad.
If this is a video card I would expect that it might be intended to provide extra power to the card.
My first gues is the same as others the audio, but??
Note that you post in SE thus the subject line may be correct. LOL Just Kidding.