Crap. Wrote something and closed the tab....

Terminal block is what I'd call it too. Phoenix, Molex, Tyco etc.

http://au.mouser.com/ProductDetail/Phoen...c4htfacJcRrI%3d (Note that is the AU site)

Note that is for a two way version - the photo is generic.

Main thing to check is the pitch. I will bet it is 0.2" or 5.08mm.

I don't quite follow "It slides over four pins on the board to make a connection". Usually these are soldered directly into boards.
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Christian
#40104192 120Gb (no longer in my E36 M3, won't fit the E46 M3)