CD - The two bits of software I'd recommend are SpeedFan (http://www.almico.com/speedfan.php) and Motherboard Monitor (google has lots of download links).  Of the two, I prefer Speedfan (the author is good about keeping it up to date).

Basically, the fan speed sensors will only work if they're plugged in.  On my machine I have a couple of temperature sensors working and only one fan speed measurement.

Speedfan is actually designed to control the speed of fans (hence the name) automatically, but it makes a very good temp checker.

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