They (I'm guessing I know the wires you mean) are wires that allow for digital and analogue audio feeds from the CD drives.
You plug them into the connectors on the back of the CD drive, to hook it up to the sound card.
If you have Win2k or WinXP, there's no need to do this, as you can enable digital audio extraction and you don't need these wires, but if you're putting it in a Win 98 machine, I believe you need the wires or you can't play muisic from the CD-ROM drives.
Just so happens I have 2 pics that illustrate what I mean
CD drive connector
The left hand ringed thing is where one end of the wire plugs into, the other end goes into the sound card (the bit should be labelled on the sound card)
And to enable DAE in Win2k
I think this is what you're asking about.
The sound card should have TAD, CD_IN, AUX_IN and CD_SPIDF as the connectors on it.
CD_SPIDF connector is smaller, and is the digital connection, CD_IN is the analogue connection.