Well, if you got it out of a power supply chances are it doesn't have the typical receptacle for either the motherboard fan connectors or internal drive connectors. If you can take the strange connector off leaving the metal sleeves on the wires you may be able to just plug them into a mobo fan connector one wire at a time. You will have to know which is power and ground and if the fan is the appropriate voltage to do this though! If that isn't an option you're probably left with a more difficult task of modifying it so you could use it with one of those connectors which will probably involve some soldering and heat shrink.
You can buy a molex connector kit (got mine from Frye's Electronic) pack usually come with 2 female and 2 male molex connectors and all the pins. Cut the adapter off the fan and connect one the molex connectors to it, preferrably the female. Just make sure you place the red wire in the right position look at one of your exisiting molex connectors in your case for the right placement.