Nope, nothing to worry about.
The fact that the spins when you first power it on shows that the motor is working. It simply isn't drawing enough of a load to necessitate the usage of the fan during operation.
If you posted the rest of your machine specs I would be able to give you a more detailed answer, but more than likely it looks like you should just enjoy your machine.
my other specs are
ati 6670 1gb ddr5
2x4gb ddr3 corsair vengence ram........
asrock z77 extreme4
i opened my case cover saw that the fan isn't spinning during gaming (full graphics),converting videos etc....and my idle cpu temp is 28-30.......that's why i post thread.....so you are saying that nothing to worry about....right???