My led fan has at one end a 3 pin fan header which i know is going to the mobo but the cable splits and in the other end theres a 4 big pin connector which im not sure what it is and what its purpose is (first time building a PC) Thank you
TheBossKiller: YES that was exactly it, one more question tho, my power supply doesnt appear to have a spot for that led header
(quoted your PM here in case someone else has the same issue)
*THIS* picture shows the pinout for a Molex connector. Chances are either the 12volt or the 5 volt pin is missing on your connection because it uses only one or the other voltages for the LED lighting. What you can do is Google the available connectors on the PSU that you do have, and figure out which one provides the voltage you need, and then Google for an adapter that will mate the two together.