IF I plug my Heatsink on my CPU FAN the fan won't work at all but if I plug on my System Fan it works perfectly.... I changed the setting on the system fan so the fan is at 2000RPMS instead of 1000...
Is there any problems with doing that? will it damage my CPU in anyway?
It won't hurt anything, but the reason it wasn't working in the first place might be that BIOS turned it off. Smart fan controls can do that, turning your CPU fan off whenever the temperature drops below a certain level to reduce noise.
Clear cmos & try again. Make sure you're inserting a 3-pin to a 4-pin connector correctly. It will snap in place & can't be pulled out gently. Have it worked before? I would get the board replaced if it still doesn't work.