If the fan is moving air, that is good. But if it is not seen by the BIOS, it may not adjust its speed based on CPU temp. Are there multiple fan headers labeled CPU. I know many motherboards have two CPU fan headers. If this is the case, try switching the connector from one to the other to see if that helps.
Let me know that works.
Thanks for the reply. I would have answered quicker but my internet went down as soon as i tried this.
Anyway, there are two headers. One is called CPU_FAN which I originally had it plugged into, the other is called CHA_FAN1 (which has 4 pins) In the manual it suggests that both of these can be used however I had the same problem.
It does give me the option to press F1 afterwards so If needed I can take a picture/video of what happens.