How to install fan power cord when mobo has no connector for it?

[MorePower!]

I have a cooler master 430 elite case and an ASRock z68 Extreme3 mobo. I'm building the PC now and its my first time doing this. In the bundle of wires for the stuff on the front of the case there was a large 4 prong or 4 hole (had either one for you to use) connector for the LED fan. I couldn't find a connector for this on my mobo. Is there some way to convert this connector to a type that fits my mobo (using a in between connector thing)?

edit: figured it out. You don't connect the 4 prong thing from the fan to the mobo. You connect it directly to the PSU. (1st time builder here sorry lol)

 

[Maximouse]

By the sounds of it the connector is a 4 pin molex?

You can hook that up to one of the connectors which is wired from the power supply itself.

 

[MorePower!]

Yep, I found the PSU had a connector for it. thanks