As far as I can tell, that fan will not plug into most computer systems due to the 2 pin connector it uses. If you'll scroll down that page, you'll find a solution to the problem.
Alternatively, you could buy a 3 pin fan which will plug into your motherboard (make sure you have a spare 3 pin connector - check your motherboard manual for the locations).
Some fans come with a molex adaptor so you can just use one of the molex connectors from your power supply.