Hi,
Generaly, the little connectors on the printed side will face the bottom of the case. Also, typically, Black is negative, and white/colour is positive (except on the power sw, it doesn't matter). On the motherboard, where the connectors go, there should be some kind of print saying where to plug them in. (IE, POWER SW, would go into PWR, and HDD LED would go into HDLED and POWER LED would go into PWRLED).
It may look different than this, but generally the same kind of layout, as you can see, it shows the positions, as well as positive and negative.
The fact that the fans are running indicates that your power Sw is connected properly.. Make sure that you didn't accidently pull out/loosen anothe connection to the motherboard/harddrive.