What is the power supply to that fan? Almost all case fans are designed for 12 VDC for full speed and a minimum of 5VDC at low speed. BUT many will NOT start up if given only 5 VDC. So, if your fan is fed from a speed control - either by the mobo's speed-controlled output, or from a manually-set speed control, it MAY be getting too low a start-up voltage. Most mobo fan speed control systems handle this by feeding the full 12 VDC at startup, then slowing it down from there after several seconds when the BIOS temperature control system kicks in. But a manual "controller" set permanently to "Low" might not give it enough.