Well I made a noob mistake and purchased the Zalman 9700 LED version for a brand new build and I have the same problem as amk21. Well, actually worse as I already installed the Zalman. (I said it was a noob mistake.) I can tell you that on a Gigabyte GA-P35-DS3R connecting the 3-pin Zalman connector to the MB's 4-pin does
not work as the cooler fan does not spin. The cooler is not defective as I've hooked it up to a 3-pin connector on the board and it works fine. The system starts up but after a couple of seconds it will shut down. I'm assuming that the default "Smart Fan" bios setting checks to see if there is indeed a CPU fan connected to the 4-pin and will shut down if it doesn't find one. Under my current situation, I can't get in to the bios to turn off the Smart Fan feature.
I can think of two possible solutions but neither of them thrill me too much. One, I could remove the Zalman, connect the stock Intel heatsink/fan (4-pin connector), boot into the bios, and then turn off the Smart Fan feature. Then, I could (try to) reconnect the Zalman and hope that the new bios setting will let the Zalman fan spin. But, wouldn't that leave me in a situation that if the Zalman fails the MB wouldn't shut the system down and I would fry the CPU?
The second solution is a variation of the first. Just connect the stock cooler without uninstalling/disconnecting the Zalman and hope that this allows me to boot into the bios and change the settings as above. I would still have the same potential problem, though.
I know that there are a bunch of experienced people here.
Can someone think of another alternative? BTW, emails to Zalman have gotten me zero replies.