Actually you CAN control your fans' speeds with the rig you made. A mobo fan speed control system generally does NOT need or use the speed signal being fed back to it from the fan. It only displays it for you, and in some cases it monitors fan speed so it can send out an alarm if it fails.
First, lets' get clear on WHICH mobo fan pinout. Often there are four. The one labeled CPU_FAN can ONLY be used for the CPU cooler. It usually (unless you change the BIOS settings) controls that fan's speed according to a temp sensor built into the CPU, so trying to run another fan off it will base the speed on an irrelevant piece of info, and leaves you trying to figure out how to power and control the CPU fan. Besides, many mobos actually do monitor the CPU fan for failure and shut the system down if it stops (again, unless you defeat this feature in BIOS), so you don't want some other fan plugged in here to confuse the issue!
Your mobo may have a pinout called PWR_FAN. This does NOT supply power or speed control to anything. It is intended to be used for those PSUs that have what looks like a fan connector coming out of it - same do, some don't. All it does is feed a fan speed signal from PSU fan to mobo to be monitored. Do not use this for any other fan connection, either.
Most mobos have one or two pinouts called SYS_FANx, which IS where you plug in the case fans. At least one of these (sometimes both) is part of a feedback control loop configured in BIOS. The BIOS measures inside-the-case temperature via a sensor mounted on the mobo (NOT inside the CPU). Based on that it varies the voltage sent out to the SYS_FAN pinout on the + VDC (red wire) from 0 to 12 VDC, with Ground being the black wire on a 3-pin connector. Although it measures fan speed, it does not use that information to control the speed. This is a simple classic negative feedback control loop with action (adjust fan speed, via fan supply voltage) in proportion to the deviation of measured process variable (mobo sensor temp) from manually-entered setpoint. In OP's case, this control loop will work to control the voltage to the fans he /she has rigged in parallel off the mobo fan connector, just as long as he / she has connected the fans' black wires to the pinout's Ground pin #1, and the red wires to the variable + VDC pin #2.
Details of the 3-pin pinout on a mobo and the matching cable are shown here:
http://www.allpinouts.org/index.php/Motherboard_%28CPU%29_3_Pin_Fan_Connector
For the 4-pin system, see here:
http://www.allpinouts.org/index.php/Motherboard_%28CPU%29_4_Pin_Fan
Note that the connection system is backwards-compatible. If you look at the male mobo pinout with the barrier tab sticking up BEHIND the pins (and hence to the right), the pins (numbering from right to left) are #1 - Ground, #2 - + VDC, #3 - Speed signal, #4 - PWM power to fan. If you're using a 3-pin female connector from a fan, the first three pins are exactly the same, and the connector only allows you to fit on these three pins. Note also that the color coding on the fan's wires is different. Ground on Pin #1 is still black. +VDC on Pin #2 is red for 3-pin, but yellow for 4-pin. Speed signal return on Pin #3 is yellow for 3-pin, but green for 4-pin. And on the 4-pin connector only, the PWM power signal (Pin #4) is on a blue wire. For an explanation of the various ways fan speeds can be controlled, including the 4-pin fans now in computers that use 25 kHz PWM signals, see this link:
http://www.analog.com/library/analogdialogue/archives/38-02/fan_speed.html
It helped me correct an error in my previous understanding. When using 4-pin PWM control, a mobo pinout supplies both the PWM signal and the full +12 VDC signal to the fan. Withing the fan itself a small switching circuit using a FET uses the PWM signal to control how much time the fan actually usess power from the +12 VDC supply, thus changing its speed. The circuit also ensures that the speed pulse signal is available to send back to the mobo, and that the fan can start up smoothly and run reliably at low speeds.
However, if you have a 3-pin fan to power, it is important to tell your mobo that. In that mode, the signals on a 4-pin output connector must change so that the PWM signal is irrelevant, but the +12 VDC pin now is no longer always at +12 VDC. It is varied to achieve fan speed control, the same way any other 3-pin fan speed control output would do.
OP, your sketch causes some confusion, and probably the root is that the 4-pin connector you got from the store does not have the "standard" colors for a 4-pin fan. Actually, it looks more like a power connector for a 3½" floppy drive. Anyway, you may have your fan connections reversed. On the 3-pin output on the mobo, Pin #1 is ground, and that should go to the fans' black leads. Pin #2 is +12 VDC (variable) and should be wired to the fans' red leads. The other two pins are not to be used for your case. Check on your fans. They usually have an arrow showing the fan's proper direction of rotation. I suspect yours are turning backwards, and you should reverse the way you've connected fan leads to connector pins. (Of course, that will change the direction the fan blows. If you mounted your fans for one particular direction of air flow as wired, changing the wires means you have to re-mount your fans the other way, too.)
Now, since you're connecting to a 3-pin mobo header you don't have any settings to adjust in the BIOS for 3- or 4-pin controller mode. However, you should ensure you have plugged this whole thing into the correct mobo pinout. Plug your rig into a SYS_FANx pinout, but read the mobo manual carefully. My mobo, for example, has two SYS_FANx pinouts, but only one of them actually does control of the fan speeds on it based on mobo temperature sensors. The other just feeds full voltage at all times to its fan, so that one will run at full speed.