Yeah, go into BIOS.
You should be able to do this on most computers by pressing the DEL key at bootup, which should then access the BIOS menus.
Somewhere you'll be able to find an option about fan speeds and the like. Turn off the option to monitor the CPU fan, and any other fans that may be operational to the BIOS.
If you have a BIOS like mine, it might be in a menu called "Advanced Chipset Options". But I may be wrong, but you'll find it if its there.
Then just Save and Exit, and the computer should reboot, and test if it works then
If it doesn't let you get to BIOS with the error there. Simply plug the CPU fan back into the CPU fan header, and then proceed to switch it off.