Knowledge is power, and not buying that screamingly cheap keg simply because it is not whatever style of connections you have can cost you in the long run. Depending on how well you shop around you can buy the pieces to convert a keg from pin to ball or vice versa for around $10. There are a few things you need to know.
What kind of keg do you have?
“Corny kegs” were manufactured by a lot of companies, with the lids generally being interchangeable, but the posts often use a different threading. You need to find the manufacturer so that you can buy the right threading. Look on the side of your keg to find inscriptions. Firestone and Cornelius are the two big manufacturers, so look for those first. Another useful tip is that firestone kegs generally have rubber that is not continuous. What I mean by that is that it is not one full circle at the top. It dips down in between handles. Here is a great link on how to tell different kegs apart.