With all rickshaws, you fix the price before you get in which generally involves some bargaining. Tell them where you want to go and ask how much. The Hindi word for "How much" is "Kit-na?" As in "Alka Hotel, P-Block, Connaught Place, Kit-na?" (well, that's not quite right, in proper Hindi, it's "is ki kimat kya ha?" but "Kit-na" works fine). Being a tourist you will always pay more, but should not pay outrageously more. You're expected to haggle a little bit using the strategy described above. Knowing the going rate is key. Sometimes (not often) the rickshaw wallah will actually quote the going rate, in which case there's no need to haggle, jump in and say "chalo bhai!" (which can mean "Get Lost", but in this case means "Lets get going!")
Knowing the Hindi numbers from one to fifty (or having the Rough Guide Hindi-Urdu Phrase book open) is handy too, though all the Delhi auto rickshaw wallahs are used to dealing with tourists and speak English well.
Depending on the time of day, all you have to do to get an auto rickshaw is to stand out in the main bazaar for a minute until an empty one comes along and flag him down. There is an unofficial auto rickshaw stand near the vegetable market at Nehru Bazaar which is a five minute walk. Take a right into the main bazaar and the vegetable market will be on the left where a main road intersects the bazaar.
Alternatively, you can take a left and walk to the end of the bazaar where it intersects with Chelmsford Road. There are DTP prepaid booths at popular places around Delhi. Palika bazaar in Connaught Place has one, as do the railway stations. There is a DTP pre-paid stand is in the fore court parking lot (car park) on the left, near Chelmsford Road. Unless you're really into it, it's not really worth it for such a short trip. The standard DTP fare from Paharganj to Connaught place is Rs. 20, but you'll never find anyone who'll take that little, they want to go longer distances so they can make more money. Find an auto rickshaw on Chelmsford Road and expect to pay Rs. 30 or up to Rs. 50 to Connaught place if there are no other auto rickshaws around or certainly no more than that if there are lots of auto rickshaws around.
Auto rickshaw drivers may want to take you shopping (to shops where they get a commission). You can say "Nay" to them too.
Bike rickshaws would like your business, but they are useless because they are banned from Connaught Place.