more then likely you took it off the "cpu fan" plug.. and your bios and or motherboard sees that it doesn't have a fan connected and it's showing you that. Look up your Motherboard specs from a manual (online or one you might have) and find the right "fan" plug to plug it into... and i believe you will see the error go away. 
the other fan headers are for any extra case fans... but your cpu has to be plugged into the "cpu fan" header for the bios and the motherboard to read it correctly.
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P4 3.0ghz , P4M900-M4 , 450 psu , Sapphire HD 3850 512mb with an Accelero S1 cooler , 2gig pc5300 ddr2, 80gig Deskstar , 16x dvd-rw
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