Cannot identify this piece of hardware that came with my Dell XPS desktop

I can't figure out how to attach photos to this message but I have posted 3 photos under the "Your Pictures & Videos" section of "Media Galleries".  It is a piece of Dell branded hardware, it only had a blue LED on the one of the corners.  I do not recognize the connector but the back of my computer does have the corresponding input so I connected but haven't noticed any indication of my computer finding new hardware. Thanks for your help in advance.

nycmbl,

I'm NOT sure what the pictures are but I have located them. I have put the images here. Click reply and then click quote. Explain what you can about each picture and I'm sure someone can help you.

Rick

Picture 1 

Picture 2

Picture 3

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Hello nycmlb,

Did you order an external drive/storage?

Best.

Darrell WV