Asus P4S533 - Manual (Page 28)

16 Chapter 2: Hardware information
2.4.4 Connecting the CPU fan cable
When the fan, heatsink, and the retention mechanism are in place,
connect the CPU fan cable to the connector on the motherboard labeled
CPUFAN1.
3. Push down the locks on the retention mechanism to secure the
heatsink and fan to the module base.
When secure, the retention locks should point to opposite directions.
CPU Fan Connector (CPUFAN1)
Don’t forget to connect the CPU fan connector! Hardware monitoring
errors may occur if you fail to plug this connector.