Only place I've come across that has molex connectors is Fry's Electronics, but no Fry's in NY though. What you can do though, is get either a molex y-splitter or an extension cable, cut off the female end of the yellow and black wires, attach the fan's wires via solder or crimps, and cut off as much of the unused black and red wires you can.
The other option is to build a fanbus, and maybe a baybus too.