Q9400 Stock Fan Won't Start

I'm doing a mid-way point test in my system build. I have my power supply hooked up, motherboard (gigabyte ep45-ud3r) setup, my stock Intel C2 quad q9400 installed (or so I thought..), and my RAM inserted. My goal is to get the power light lit (already acheived) and the cpu fan spinning. As I'm sure you have discerned, it is the latter in which my problems have arisen. I have the fan cord plugged into the CPU fan slot on the motherboard , but yet when I push that start button, only my case fans spin. What do I do??

What he said. The Gigabyte mobos I've used in the past typically didn't start up the CPU fan until the CPU had reached a certain temperature. You should be able to override that to specify your own settings.