If you've got a Fry's nearby, they probably have the mating connector. A bag of like 5 or 10 housings was a few bucks, and a bag of 100 pins was I think $10.
If you don't, slice apart some PC thing you don't care about. Dead cooling fans work great for this. As others have said, Yellow = 12V, Black = GND. The cooling fans sometimes hook a red wire up to the 12V side, so don't get confused if you hack one of those apart (and you probably don't want to use that thin little wire, anyway).