They have adapters for that, actually. The fourth pin I think is for speed control/monitoring. Kinda necessary for the CPU fan if you want to control noise. (Otherwise it'll just run on max or some other preset speed the whole time and not adjust to load.)

Did you remember to put a fresh coat of thermal paste between the CPU and the cooler since you did a swap? (Or at least smooth out the paste still left on the CPU before placing the new cooler on it?)