Old M/B and new Power Supply problems with 12V power connector

Hi,
I have roughly 3/4 year old PIII Gateway PC with a standard Power
supply (ATX).
I recently got myself a new silent power supply for this PC but the
motherboards power signal connector is different on this Power supply
to what I have on my original power supply.
My current power supply has the standard 3 pin type connector that goes
on the motherboard but the new Power supply has a square 4 pin type.

So my questions a
Have I explained my self well or I need to give more details?
Have I bought wrong Power Supply?
Is there a way around this - like getting an adaptor or something?

Any feedback greatly appreciated.

Thanks

J Mann