My paperclips just don't look good.
An insulated thermostat wire (18 AWG) works quite well (and looks good). Just make a very small "U" out of it (approximately 3/4" long) and then strip both ends about 1/4". It can be secured further with a tape over it:
Do you have the correct pins?
According to this it's the 4thand 5th in.
http://www.corsair.com/en/blog/testing-your-corsair-power-supply