Well I found the reviews I read to have a different rheobus from the one I have. The one I have is powered by a 4pin molex connector and then it has 4 channels using 3pin connectors.
So regarding hooking up fans I didn't need any 3pin to 4pin connectors because the controller uses 3pin connections anyway....
If the cold cathode or fans have a 4pin molex connector then yeah you'll need to get a 4pin to 3pin adapter so it'll fit on the fan.
has a nice selection of adapters, but I doubt they ship to UK, not 100% sure though... they also have 3pin y splitters that come in handy when connecting multiple fans/lights what have you