Fan speed controlling

Hey.

I have Asus P5VDC-X mobo and Pentium D processor. Everytime I start my PC it sounds like a vacuum cleaner. The cpu fan is running at 4500RPM (100%) and every time when I reset my computer, I have to start Speedfan and reduce the speed to 60%. When I do this, the CPU temperature grows only 2C degrees, from 31 to 33.

Well that's an annoying problem but I can still tolerate it. But now I've also installed Ubuntu Linux on my computer, and I can't control the fan speed with it. I found one program but it didn't work with my mobo.

So I was wondering if there is any other way to reduce the fan speed. The fan should have that 4-pin connector that automatically controls the speed according to CPU temperature. But it's not working.

If I can't find any other way I guess the only way is to buy an external hardware controller for the fan.

Thanks in advance.