The image you posted though is from a PSU mobo cable that would have come warped like that. Depending on what PSU you buy it might come pre-wraped in that mesh.
If you're worried more about air flow than the looks (aka you don't have a window) then I recommend using basic cable ties like these: http://en.wikipedia.org/wiki/Cable_tie You can find these things in any PC store and even some (non PC) hardware stores.
A better option would be to buy a decent Psu that comes with sleeved lines, sleeving can get expensive and is timeconsuming,
another tip whilst I think on it, if you do sleeve, do one at a time so you know where the pin came from, theres nothing like rewiring a Psu 20+4 pin plug when you don't know what you are doing