I think, it is saying, that you cannot power it with legacy and SATA at the same time. There are SATA power connectors, SATA Data Connectors, and Legacy Power Connectors on most SATA drives.
Legacy is your "normal" power cable.
Plug the data (small) cable between your SATA drive and your mobo, and plug in the legacy power into (4 wires, way to tell) into the drive. You should be set.
Blaze