My Zotac Zbox ID41 sometimes gets quite hot inside, especially because it is placed in a closed shelf under the TV.
Unfortunately, most of the Zotac Zboxes use Mini-PWM connectors. For those ones, splitter and converter cables are hard to find.
So one way to solve this is to connect 4 wires to the existing wires from the connector to the fan, e.g. by cutting and soldering.
Then stick the 4 wires into the PWM connector of your external fan. The order is the same as in the Mini-PWM connector, but vice-versa (turn your PWM connector 180°). Have a look at the photo for details.