Yagi to Linksys router

Brand new here so if this question has been asked, I haven't found it yet. I recently bought a Yagi wifi antenna, no issues.

I thought it would connect to my Linksys Wireless-B, but it doesn't. The "cable" coming from the yagi is way to small to screw into the Linksys.

As far as I can tell, the cable coming from the yagi is a "RP-SMA female" with a socket type of thing.

The Linksys has a screw on antenna that's about twice as big as the connector from the yagi. Went to Radio Shack to get the right adapter and the guy told me they don't exist. He said I cannot connect that yagi to the linksys.

So, I need help as I know this can be done, but not sure how. Can someone help me or point me to a thread that discusses this?

Or, how about just using another pigtail from the yagi? Any advice on that one?
Thanks.

the fact that RatShack does not have it does not mean that it does not exist

RP-SMA Female to RP-TNC male adapter

195 hits on eBay. ~$3. look carefully at the picture before buying; different people have a different notion of what is male and what is female in the connector industry.