Reply #4: I have two suggestions:

[mwooldri]

1) Use the connector from the old fan. If it's an emergency then you could strip the wires and twist them together, and wrap them up with electrical insulation tape - but that's an emergency in my eyes. Better would be to buy some sort of connector between the two sets of wires - I had some crimping connectors that did the trick in the past.

2) Return the fan to Radio Shack. They're really not a computer parts specialist place anyway and if you don't have a computer parts store near you then you can always go to newegg.com or tigerdirect.com and get fans cheaper than the one you got from RadioShack, even when considering shipping and handling.