Upon boot up, after the initial motherboard displays, a message appears at the bottom of the hardware check (bare with me, I'm sure it has a more professional name but, that's what I'd assume it to be called) stating that there is a CPU fan error. I've literally just installed this fan and it has had this problem from the word go.
I only have one of the fans installed into the only 3 pin slot that was available. I followed the installation instructions to the letter, my only concern is that perhaps I applied too much cooling grease or something, though I imagine that would display a chassis breach.
Anyway, if there are any more details you need to make this issue clearer, just ask and I'll get them to you. Apart from bank details .
Check the fan that is plugged into the mobo I've had; wires get stuck in them (my fault), bad fan (manufacturers fault). Ensure that the fan is running. Too much thermal compound will cause heat issues but shouldn't show as fan fault. There should be a four pin CPU fan header on your mobo (usually above the CPU) - if nothing is connected there, the BIOS will show fan fault.
What mobo are you on? (I ask so I can see what you're working with...)