I had to literally tear apart the connector housing for the PS2 port, but as it was $5, and basically only being used for this, I didn't see an issue.
But I got it working! Got into the BIOS, configured the CF card, and booted.
stephenw10, thank you for all your help! It is definitely appreciated!
And specifically the ps2 header I got was this one:
http://www.pccables.com/06010.html
And in case anyone else needs it,
pin 1: green,
pin 2: brown,
pin 4: red,
pin 8: yellow,
At least, for the cable I got, that's what worked.