What is the error message? Check the BIOS. Look under "PC Health Status" and then look at the details on the CPU_fan. If the settings are ok, then take a look at the fan attached to the heatsink for mechanical/electrical issues.
plug something into the cpu fan header or turn it off in the bios..choose to ignore the message if u do have a cooler! However...be cautious..if ever something happens and u dont have the warning u wont know whats wrong with it