3-pin connector, 2 pins on card?

The 3 pin should work fine on the 2 pin connector - the 3rd and 4th pins on the fans are only for reporting the fan speed and controlling it through the MOBO if using a 3 or 4 pin connection but they can be used on a simple 2 pin connection but will lose the ability to control the fan speed through software - IIRC the GPU will control the fan speed itself so no need for the other pins so they only use 2 pins

does the 3 pin connector have a black, red and yellow wires? Yellow is typically used to read the rpm of the fan. Black is ground and the red positive voltage. The connector on the card only has ground and positive voltage. If you can, plug in the connector in a way that leaves the yellow wire unplugged while matching the black and red wires with gnd and + on the card. If the pin order is wrong, ie you cant just plug it in as is, you need to rearrange the wires on the plug to match. The wires are hold in place with small clips, use a really small screwdriver or a pin to release it and pull gently.

or, did you get some molex adapter with the cooler that you could use instead to plug it straight to the PSU?