The power brick is what has the dongle that connects to the device. You then hook up a standard USB cable to the power brick.
This is someones ebay listing but you can see how it works.
Are you saying that the auction was supposed to include the power brick and didn't include it?
Also I don't know if the iLiad shuts down automatically when the power is low (my iLiad hopefully arrives tomorrow) but my 505 has died with a fixed image on the screen.