And they would most probably say FAN on the mobo where the pin connectors are. Mine has three and say something like PSFAN,CPUFAN,CHFAN (for chassis or case fan) in very fine prints.
EDIT
My CHFAN is located in the bottom right hand corner nearest where a front bottom case fan would be.
Edit again

The three-pin connector on the mobo (may also be called * fan header*) on the mobo has a tongue on the side. The connector on the fan is made to fit this tongue thing. This is to make sure that we don't install the fan with reversed polarity by installing it backwards.
The four pin connector is the big brother and it connects directly to one of the connectors coming directly from your PS unit and not the mobo. This too connects only one way.