I've fitted a Thermaltake Volcano 12 to an AMD Athlon 3200 processor. It's on an Asus A7N8x-E Deluxe motherboard. I'm still in the process of putting the system together. The V12 fan has a Yellow plug coming off the fan (3pin but 1 yellow wire - the other 2 are free) which is supposed to fit on the motherboard somewhere (provided the motherboard takes it - I presume it is some sort of monitoring function on the motherboard). The main power is direct to the PSU so the yellow single cable & plug in question is not a power lead. Now on the motherboard there are 3 possible options as far as I can see. CPU_FAN1 (where I have connected it at present), PWR_FAN1 (this I guess is the normal OEM fan power plug for the CPU fan) and CHA_FAN1 (No idea!). Anyone suggest an answer for this?
Leave the yellow wire (and yes it is for fan monitoring) where it is. I have the same board myself, and it is not required to have the motherboard work. The PWR_FAN1 is there for monitoring the power supply fan if it has a monitoring lead, but not all do. In fact, I've only seen Antec have these, but there's probably others. CHA_FAN1 is for running/monitoring a case fan---although they tend to use enough juice that they might blow the header (and thus void your warranty in all likelihood).
I'd connect it since it's available to you and to keep it put somewhere. If you decide to monitor your voltages and RPM's through Windows, Asus PC Probe (included on your disc) works, but I find it to go off at the drop of a hat, and thus don't use it. I use motherboard monitor instead. It is a bit intimidating at first, but once you figure it out, it's alot better than PC Probe---and much less annoying.