This is where the fun starts.
As MJ says, it can be used for a multitude of things. IIRC, it was originally for one of the Intel (Pentium iv, iirc) series of CPU's as they drew a heck of a lot of juice, it was an auxilliary power supply just for the CPU so you didn't fry the guts out of the rest of the motherboard as you drew so much power. Then that changed so it allowed the extra "power rail" to be used to power things like hard disks/DVD drives/etc. Graphics cards were powered by this too.
Of course, things have changed again. Now the power hungry gfx cards are fed by a 6 or 8 "pin" connector so I guess you are looking at an "older" PSU.
But, hey, your PC works. Obviously the extra power rail is not needed. Don't worry about it.