The Coolermaster website can't find a PSU Model CM 350 Plus - that appears to be the model number for the entire case.
Anyway, some PSU's had (have?) a set of three wires coming out of them - black, red and yellow - ending in a standard 3-pin fan connector. This is supposed to plug into the PWR_FAN port on a mobo so that the mobo can monitor the speed of the fan inside the PSU. It does not actually control that PSU fan's speed - just monitors it. (Some PSU's do their own speed control so their fans do change speed, but the mobo does not do that work.) The idea is that, if your PSU does not have this set of wires coming out, you plug nothing into the mobo PWR_FAN port. Of course, that means that the mobo may report the PSU fan's speed is zero, because it's not getting a signal! So, as delluser1 said, disable monitoring that fan's speed in BIOS Setup.
Apparently, may PWR_FAN ports actually have the +12 VDC and Ground pins connected so that it can provide full power to any 3-pin fan plugged in there. This means that fan will always run at full speed. Not the original design concept, but an option for someone who wants to use it.
Thanks dude...understood everything...!