Are they 3 pin or 4 pin? If they're 3 pin they plug into the motherboard headers. If they're 4 pin they plug into the 4pin plugs on your PSU. I'm guessing they're 3pin and you've run out of motherboard headers/don't have any in the right location, in which case you'll need an adapter like this:

http://www.amazon.com/C2G-Cables-270...o+3pin+adapter