Most of those little cylinders are capacitors. Most electronics can do without some, but not all, of the capacitors.
All a capacitor does is hold a charge, such that when a burst of power is needed somewhere it can get it instantly.
I just looked in my mobo, There are these little silver oval shaped things in my mobo. I'm not sure what those are. They could be capacitors, as most of the stuff that sticks out of the mobo are, but I'm not sure.
By any chance are you using the Abit NF7, or NF7-S? I have one of those long oval-shaped things next to a mounting hole in the back behind the PCI slot closest to the AGP slot.
If it works, I would keep it. That would most likely mean you damaged a capacitor, which is no biggie. Besides, I don't think Newegg will take something back that YOU dammaged.
actually i have an nf7-m and that was exactlt where it happened. i think it was a frequency generato and it belongs to the sound subsystem as the sound is not working. i will send it back just saying the sound doesnt work.