How exactly do I connect a 4PIN Fan to a 3PIN Motherboard Header?

[PCBuildingNoob27]

I know, I'm not the first to answer a question about this topic, but I want to go completly safe on things like these.

Can you really just put your 4PIN fan onto a 3PIN Motherboard header?
If so, then what side should the "empty" Pin of the Fan be? It should make a difference if you connect the Pins [2,3,4] or the Pins [1,2,3], shouldn't it?

 

[azaran]

The fan pin and the header are keyed, so you shouldn't be able to plug it in wrong.