i've just read an article that says : "Some BIOS check that the CPU fan is rotating, and if it is not (or if there is something wrong with your fans rev counter) then it will switch off the power supply after 2 seconds. The solution is to change the CPU fan with a new 3 lead fan. Of course you can disable this feature in BIOS, but you can't get to the BIOS setup if the computer turns off after 2 seconds."
This would make sense because only the case fan plugged into the PWR FAN socket actually spins (so does the PSU fan). The other fans: rear case fan in SYS FAN socket, GFX card fan and the CPU fan plugged into the CPU FAN socket just twitch a little.