The thing is like this: you want to switch the AC supply for the pump. So if you just plug the pump parallel with the PSU (in the mains) the pump will operate all the time. You need a relay to switch the pump on and off as you turn on/off your computer. The molex is power supply for the relay. The relay coil operates on DC, and if you choose one, find one with 12 V DC rating. So, when you connect the relay supply from the molex (12V), the relay will go on/off along with your computer. On the other pair of connectors on the relay, you connect the live AC mains voltage (pls. insulate all properly), and your pump wires.
So now, when you turn your computer on, the relay gets the 12 V throught molex, activates, and closes the mains/pump circuit, so your pump fires up (not literary, I hope!

). Think of it as two different circuits, 12 V DC, needed to activate the relay, and AC mains circuit, which powers your pump.
It's not really so complicated, but my english is little 'thin' on explaining things like this...
Good luck!!!