Case fans and power supply

So.... just to clarify you plugged in your case fans to your PSU with a 4 pin to molex converter. The PSU is plugged into nothing else???

Then yes, the fans should not turn on. Simpling Plugging the PSU into the wall outlet puts it on "standby" mode. It is cycling minimal power (less than a single watt) at a time for use by the motherboard, mainly to keep the CMOS battery charged. The PSU needs the motherboard to complete a certain circuit (most traditionally done by attaching two wires from the case to the two pins that are needed to be completed, and then pushing a button on the case that completes the circuit) that will tell the PSU to turn on. In otherwords, you need a functional Motherboard to tell the PSU to go from "standby" mode to "on". If this wasn't the case, your fans would run even when the computer is off (if you have them plugged in via the converters at least). And that would get annoying.

In short, wait until the motherboard, cpu, and RAM arrives, install them with the PSU and turn on the computer, which can be done with the case, a button that comes on nice Mobos, and can also be done with a screwdriver head or any other piece of metal that can carry a small charge.