The SAS data cable included is normallly used for hotswap backplane connection. You may need a cable like this for direct SAS drive connection:
I already bought a new cable to connect the controller to my SAS hard drives, the correct spec is SFF-8087 to SFF-8084.
In my opinion it´s too bad of Intel to send SATA adapters, who buys a SAS controller to use SATA hard drives?!
Well, also my fault, I didn´t give much attention to the cable spec.