You can find those kind of connectors at a PC parts store like tiger direct, maybe frys. I'd avoid major big box retailers since they won't likely have things like that at bestbuy or circuit. Go there and bring in your PS over there and they will tell you what to get.
Or you can just solder a wire directly to that pin.
Be warned, that some people, including myself, have experianced problems with that power supply pin amp turnon output. In my case I tested it and it appeared to not have enough current to turn on the amps, nor a simple relay (which only requires 200mA). They may have fixed this problem in later revisions, I dont know. Just be warned, that it may not function as stated.