They attach with either screw collet or a couple of grub screws.
My local store http://www.allelectricrc.co.uk/ has a good choice if you give them a call but in fact prop adaptors are readily available from just avout any shop that has anything to do with electric models.
There is a small, 3mm, 3.17 mm, 4mm hole milled into the widest portion that fits over the shaft. Milled slits in the collet allow the adapter to clamp over existing motor shaft when prop and collar are tightened. Works pretty good but as Leftenant Loughead said...gotta know the diameter of shaft. just looking at the picture I can almost guarantee its not 4mm but either 3 or 3.17mm. The motor specs will tell you shaft size if you dont have a caliber or micrometer.
Surprised me too, Paul is spot on again!
I feel alittle more comfortable using the collet shaft adapters on the smaller motors...but thats just me. I guess the engineering is sound or they wouldnt offer it as an option.