My motherboard has 2 4 pin fan connectors in which you can do PWM. The others are 3 pin and just put the fan at its max speed.
I was thinking there must be a fan connector that can control it, even with software. I saw one that had a SATA connection, but I'm not sure if thats what I want. I was thinking maybe it hooked up to the power supply, and then it hooked up to a SATA connection and had software that would control the power to the fan.