I have an ASRock K7S41GX motherboard.
I don't know where to plug in the power switch.
Have a look at page 20 on your manual - http://download.asrock.com/manual/K7S41GX%20Pro.pdf
You should see this:
Connect your power switch to "PWRBNT" and the "GND" pin next to that and it should work.
This connector is at the bottom right of your motherboard.