Yeah, you'll need to buy a cord for it. It's not quite like the CDRom to soundcard cord though. The cord i used had like three different ends on it.
Look on your motherboard and see where your CDRom plugs into it with it's sound cord. Your CD IN should be close to that. Look at the socket type - if the CD OUT is the same as the CD IN, then you can pull the cord and take it and your ATI Card to radio shack or someplace to get the cord you need.
You could look in your motherboard manual too, to locate your CD plug-ins.
If you need more help give me the make and model of your motherboard and the complete name of your graphics card and i'll help you look for diagrams that show the plug-ins on them. Good luck.