4 pin fans are PWM(Pulse Width Modulation) fans.
Their speed is controlled by the frequence of current pulses.
You normally see this on the cpu fan header.
The stock Intel cooler has a PWM fan.
They are different from 3 pin fans.
3 pin fans are controlled by voltage.
If you plug a 3 pin fan into a 4 pin fan header, it will simply run at full speed.
Personally, I do not like a constantly adjusting fan speed.
I set the fans to a quiet speed, and if things get a bit hot, so be it.