Hi Marc,
well-done!
if you connect two servers one to each other or more servers via a switch, one of the servers or the switch itself (if this is a managed version) must run a component called OpenSM. without it your network will not come up.
just login into one of your servers and from the command-line run opensmd and keep it running. that should take care of things.
as for the cable, there are few connector types. CX4 used for DDR and older cards and QSFP for QDR and newer cards. the card you have (MHGH28-XTC) is a DDR and therefore you will need a CX4 cable.
i hope it help... let me know if you need more info.