If you're talking about a connector that has a red, black, black, and yellow wires; it doesn't matter which black wire you use.
Example:
https://files.cablewholesale.com/hires/11w3-04412_01.jpg
If you're talking about a different type of cable, then post a link to what you're talking about, and we can sort that out for you; however, generally-speaking, the wire color dictates its voltage level: Black is 0Volts (Ground), Red is +5Volts, and yellow is +12Volts.
If your fan is labeled as a 5 volt fan, connect fan red to molex red, and fan black to molex black or fan blue to molex black.
If your fan is labeled as a 12 volt fan, connect fan red to molex yellow, or fan yellow to molex yellow, and fan black to molex black or fan...