If the power LED cable has a connector at each end (rather than being soldered to the power LED), and is in a place where the wire routing is readily accessible, you can probably buy a replacement cable that has the right connector for a few dollars.
If not, a simple solution would be to scrounge a cable with the right connector at the end (they are widely available--purchase any cheap cable with the right connector at one end, or you may have one from an old computer, or you could snip the cable off a broken device). Snip the old connector off the end of your power LED cable. Then splice the wires and insulate the splices. Splicing the wires is a lot easier than messing with the connector, itself.
More info: https://www.google.com/search?q=3+pin+power+led+to+2+pin+motherboard
– Jason C – 2014-11-08T04:24:03.947@JasonC Thank you for the downvote. Searching the webs is always my first step. I had searched with google like you suggest (I actually did so twice before asking here), but found mostly people with similar problem but I didn't find a definite answer or solution (at least none that I understood so far). I thought the electronics Q&A web site would be a good place to query the collective knowledge of its members. – augustin – 2014-11-08T07:22:58.687
Augustin - there is no way to know who downvoted the question. Jason C took the time to post something useful. Downvotes are often flybys who don't take the time to contribute anything useful. It goes with the territory. – fixer1234 – 2014-11-08T07:48:07.117
Actually, you need some rep to downvote.You generally are expected to have some rep before you can do something as serious as downvoting. I would suspect the downvote might be due to other issues. With a question like this, photos of the parts in question and the case model would be nice. – Journeyman Geek – 2014-11-08T09:00:49.617