normally 4 pin fan headers will connect to a 3 pin fan just fine. 4 pins are for PWM fans. 3 pin are for voltage and RPM sensing. I just connect mine to the board (for simplicity and to get the rpm) but you could use molex adapters if you felt like it.
Interesting I didn't think it was okay to connect a 3pin to a 4pin I will give it a try!