Case: CM 690 II Basic
PSU: OCZ 600W ModxStream Pro
CPU: i7 875k
Heatsink: Cooler Master Hyper 212 Plus
Motherboard: Gigabyte GA-P55-USB3
RAM: G.Skill 2x2GB 1333Mhz DDR3
GPU: MSI Hawk 5770
HDD: Samsung Spinpoint F3 500GB 7200RPM
Optical Drive: Sony Optiarc DVD/CD Burner 24X
However, when I power the system on, the CPU fan does not spin. Everything else seems to be okay though. I then put the connector from the CPU fan into the sys_fan socket and powered on the system. It worked. But I can't seem to get it to work for the CPU_fan socket. When I use the sys_fan connection, it begins spinning instantly. Would it be possible to just use that or does the CPU fan have to use the CPU_fan connection? Also, I put one of the case fans into the CPU_fan socket and it worked just fine. This Hyper 212 Plus is stubborn for some reason.
Check the 212+power connector to be sure you have it properly seated on the CPU_FAN connector. The connector has little ridges to help you seat it so all four pins on the board connector slide into the fan's cable connector. You can use the SYS_FAN, but the BIOS won't increase the speed of the Hyper 212+ fan as the CPU temps increase, so you shouldn't attempt OCing, unless you have software that will allow you to run the fan at 100% while you attempt OCing.
Of course you may have gotten a bad fan/connector with the 212+, which means you could attach a case fan to the 212+ brackets and then to the heatsink fins, and connect that fan's power lead to the CPU_FAN connector.