The comments above presume that OP means connecting the fan's power input leads to the Yelow and Black wires of a 4-pin Molex power output connector from the PSU. Fair enough. But you MUST connect those two to the correct leads of the FAN, and do NOT just match colours! On an older 3-pin fan, the wire colours always are Black on Pin #1 for the Ground supply (Black of the Molex source connector), Red on Pin #2 for the +Volts supply (Yellow from the Molex connector), and Yellow on Pin #3 for the fan's speed signal being sent back to the fan header. If you are powering this fan from a PSU output, OP, do NOT connect the FAN's YELLOW to anything.
If you are making connections to a 4-pin fan, the colour codes of the fan wires are DIFFERENT from this, so post back here for details if you need them.