|1||+12V||Yellow||+12 VDC (up to 60 watts max)|
|2||GND||Black||+12 V Ground (Same as +5 V Ground)|
|3||GND||Black||+5 V Ground|
|4||+5V||Red||+5 VDC (up to 25 watts max)|
The connector is shaped so that it only fits in one way. People often use the term 4 pin Molex power cable or 4 pin Molex to refer to a four pin peripheral power cable.
When you're plugging in multiple high powered devices it's a good idea to spread the load between all of your cables. Don't just plug all your devices into one cable unless they're relatively low load devices.
If you're using a peripheral connector to PCI Express adapter then be sure to plug each of the adapter's peripheral connectors into a separate PSU cable. They gave you two peripheral connectors for a reason. Plugging them both into the same PSU cable forces your video card to draw its 12 volt power through one 18 gauge wire. That increases your voltage drop and power dissipation in the cable. Some current high-end video cards can suck up more than 10 amps at 12 volts with most of it coming through the PCI Express connector so it pays to be careful.