That is called the P4 connector, all modern PSUs should have it. What some power supply manufacturers do is only give you an 8 pin EPS connector for more power hungry CPUs and let you split that connector into two if you only have a 4 pin CPU connector on your motherboard. Look for an 8 pin connector labeled 12V EPS and see if it lets you split it into two 4 pin connectors, then plug the one that fits into your P4. If it doesn't split, you should be able to fit the half that you do need into the P4 connector, it just means the other four pins will hang beside the P4 socket.
Remember, don't try to force the PSU connectors, if it isn't fitting, it isn't supposed to, and you have the wrong one. It is easy to confuse 8 pin EPS with 8 pin PCI-E.