I'm not sure which model of Thermaltake power supply you purchased, but I took a quick look at one of the 700 watt models over at newegg and it definitely has the square 4 pin connector.
Newegg.com - Thermaltake toughpower W0105RU ATX12V / EPS12V 700W Power Supply 100 - 240 V CE, CB, TUV, FCC, UL, CUL, and BSMI certified - Power Supplies
Click on the cable harness image to see more details.
Modular power supply with 4 pin connector also @ newegg
Newegg.com - Thermaltake W0106RU Complies with ATX 12V 2.2 & EPS 12V version 700W Power Supply 100 - 240 V CE, CB, TUV, FCC, UL, CUL, and BSMI certified - Power Supplies
Maybe your supply didn't ship with all of the cables? Recheck the package for the Power supply?
- Walter.