was that an "antec" or a "vantec" fan? if it is a vantec thermoflow it has a small PCB and its own motor speed control onboard that the mobo connection won't recognise. It has to have a constant power supply that isn't regulated. If you connect the vantec thermoflow to the mobo fan connection the fan won't operate except for maybe a high speed rev at startup. Use the molex that it comes with or you won't have any fan at all (it won't be ruined, it just won't function).
I bought a vantec thermoflow for my PC and wanted the 3 pin mobo connection. that's how I found all this out (not by asking the techs at the store, they thought it came with a 3 pin mobo connection).
The fan I purchased had a molex patch, with a male and female connector. I installed it on my CD R power connection to avoid any voltage sensitive issues on my other peripherals (all my peripheral power connections were in use). hope this was helpful.