Hi,
1) One option is to use a Y-splitter and run two fans from the same motherboard fan header. Usually not a problem just verify the max Power (or Amperage at same voltage) provided by the header is more than what two fans need under max load.
For example if the header provided 1A and each fan needed 0.3A then you're good. That's assuming a 12V case fan since I think that's standard for 3-pin motherboard fan headers.
2) Molex not working?
Your picture shows that you have a 12V fan (see molex link below) so the PSU really should be providing power to it. Molex-to-molex should not have issues unless the power supply is broken (since the fan works).
http://en.wikipedia.org/wiki/Molex_connector
So I'd guess your PSU is broken internally or the connector is defective. An adapter would serve no purpose if there's no power. It's simply a +12V and Ground you're connecting to.
Other:
You can Google for 3-pin or 4-pin Y-splitters for fans. 4-pin will work with 3-pin fans so get whatever is cheapest. My advice is the Y-splitter approach.
Remember though you can't CONTROL the fan speed if the fan isn't variable so if you want to control any fans for your case make sure not to put a variable and non-variable on the same Y-splitter.