It's a HDD molex connector....
Personally, I prefer the 3-pin fan headers on teh motherboard (as opposed to drawing power from a HDD connector).
I've got a system with LOUD fans, so I went out and got some quieter ones, but I want to keep the old fan connectors in tact still, and put connectors on the new fans. For the life of me (or I'm just blind) I can not find any 4 pin connectors! Does anyone know where to get these? they look like a floppy power connector, but thicker, and a hair thinner. I've searched all over the place for "4 pin fan connector", etc., etc. I'm looking for the female end, and says "msh29 5102" on there. Any help appreciated!