I recently built my first PC, and for the most part had no idea what I was doing. During the building process I notices that my motherboard only had 3 case fan headers while I had 5 case fans. So for a while I simply let 2 fans do nothing, until I decided to go in and do some cable management. I plugged the two fans into a molex header, then into my PSU (the two fans' cables consolidate into one wire with a molex connector at the end and another wire coming out of it that is a standard 3 pin fan header). To my dismay, this setup isn't working . It's possible that there is something very simple I've overlooked, but if you can, please help.
More aboutrouting case fans directly working
It looks like you have a problem with the wiring to that molex connector. Try the fans on the mobo headers to confirm this.
Another thought: try the fans on a different molex wire.
I've seen these cheap molex's actually have the pins push out the back side. Check to see if thats whats happened.