In the manual for the motherboard I have, it says to make sure to connect the chassis fan connector to CHA_FAN1 if using a dual core CPU. Well the CPU I have is dual core, but I don't see any chassis fan or connector. Do I have to purchase another fan separately?

dual cores make hige amounts of heat so should really be used in pcs where the case has a custom exhaust and fan (e.g look at the front/side grills on dell dimensions)

I see. The case I am using does not have this in it. Is this something I purchase separately and install, or do I need a new case that has one built in? I had tried to turn it on, and it immediately shut off. Could the lack of the chassis fan be the reason this happened? There is a fan on the side of the case, but there is no wire to connect it to the motherboard, only to the power supply, so I assume this is no help.

The fan connector on the motherboard may have a fail-safe feature which detects the presence of the fan and will shut the system down in its absence. You can purchase and install a intake fan in the front of most cases that will satisfy this, you will need to buy a fan that has the same type three pin/wire connector that the motherboard has. The third wire is the sense wire and is a must in this application.

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