Solder it!
However, if you don't have a soldering iron, or any spare drive connector type sockets to wire it to, you could try . . . . . .
a) Just strip the ends, twist them round tight and force them into a spare 3.5 drive connector. Many cases have 2 of these and most people only ever use one.
b) withdraw the pins from a drive plug, and crimp it into the wire there. On a 5.25 drive plug, the pins have splayed out little metal catches that hold them in the shell, by pressing these in from the end with a small screwdriver you can pull the pin out, then you can prise open the crimp, put your wire in and crimp it shut with pliers. Then you can resplay the catches and insert it back in the shell.
on 3.5 drive plugs the catches are on the back of the plug, you can push them in there and pull the pin out, splay the crimp, add your wire, recrimp, repsplay the latch, reinsert.
Road Warrior
edit:
Oh if the 2 pin connector is still on there the easy way to connect it to the 3.5inch drive connectors is to make a couple of pins. Just find some solid wire thick enough to hold in the sockets on the connector, use 2 pices about 3/4 inch long and push them into one connector, then plug the other connector into it.