Depending on the CPU you're putting in, there's a reasonable chance you can do without the CPU connector: it originally came in for power-hungry P4's. If you have a low-power CPU, you'll be fine.
You seem to have an ATX 1.x power supply and an ATX 2.x motherboard. Compared with ATX 1.x, the 2.x spec requires rather more power on 12V, and less on 5V & 3.3V, because modern motherboards generate their own 5V and 3.3V from the 12V rail.
The extra pins on the 24-pin Molex are simply because the molex connector itself is rated at 6A per pin.