The "missing" componet is the thermal sensor, which is attached to the stock hard drive. When you take the stock hard drive out you will see that there are two connectors - the main hard drive connector and another, thinner connector. The wires for that thinner connector are stuck to the side of the hard drive with the plastic "cover". A cursory glance will make you think those wires are just part of the hard drive, some superfluous connector that it appears you don't need, since the SSD works fine with just the main connector attached. They are not superfluous. And those wires don't actually go into the hard drive either.
If you have a look at step 21 of the Crucial SSD installation guide (http://guides.crucial.com/Guide/Mac+Mini+Mid+2010+SSD+Installation/406) you will see that the thermal sensor is just softly glued to the hard drive, probably because that's the thing that would tend to get the hottest when the system is working hard. All you need to do is pull the plastic "cover" off and then gently peel off the sensor from the hard drive. Then you can plug the sensor back in to the appropriate socket on the main board and run the sensor to somewhere where it might get hot. I just ran mine up near the RAM and now my fan works correctly.