The 4-pin should have a 1xred wire, 2xblack, and 1xyellow.
In your MoBo manual, it should tell you which pin in ground, which is rpm, and which is the +12V. Usually there is a Black (ground), red (voltage), and yellow (rpm) - in that order.
You need to connect the +12V on the molex (yellow) to the +12V on the Mobo (Red). Black goes to black.
Anyway, that's how I did it (i think so anyway). Just check your MoBo manual. Otherwise, you can always just attack it straight to your PSU.
RoD