You're best bet is to set it in the BIOS, but if you want some software, I've heard some good things about SpeedFan.
Here's the CNet editor review:
This free program offers some useful system details to those savvy enough to understand its results. SpeedFan's tabbed interface isn't hard to navigate, but most run-of-the-mill users won't be able to make head or tail of the data this utility provides. The program's system-tray icon tells you the temperature of your PC's hard drive, and you can receive information on voltage and fan speeds. The utility can display SMART data and includes a tool for resetting motherboard clocks. Basically, if this review makes no sense to you, SpeedFan is above your head and won't be worth downloading. However, PC technicians and those who like to do their own system maintenance might as well take a look at this application, particularly since it costs nothing.