Most of the time the USB header are located at the bottom edge of the board. If you're not sure where to plug it, check your manual first before
actually doing it. The 3 pin next to the ram is most likely a fan header, depending on which 4 wires was connected and you saw a spark/flash. There may be some sort of damage to both the USB header on the Water 2.0 extreme and to the fan connector on the motherboard.
Sometimes these damages are not instant and you can still use your water 2.0 extreme as well as that fan connector, but there is also possibility it may have problems in the long run.