you should have 3-pin fan headers on the mobo, not the PS. Either way, the 4-pin connector he's talking wont work unless he re-inserts each pin to match the 3-pin molex fan header. Red = + and black = - :disgust: Any other color is usually the RPM sensing wire.
How to splice wires? Where did you get this fan? I suggest you return it for a normally tailed fan if you bought it

You basically just want the wires of the fan to be attached to 4-pin male molex pins and inserted into the male plastic connector. This can then be plugged into your PS. Where to get the pins and connectors?
www.caseetc.com or scavenge some from old fans like I do (i've never had to buy them). How you decide to connector the wires to the pins is up to you. Some people crimp, some people solder. IMO, just buy pre-tailed fans and save yourself some time
