Emergency! CPU Fan not turning on! Emergency!

This is the first time I have turned on my new build. I have a mobo, GPU, cpu(6850), psu, ram, hard drive, keyboard and a mouse. I turn on the computer and the fan turns a little, then stops. All the other fans are working except for the CPU fan, maybe since this a first turn on, the fan won't immediately start until the cpu heats up. I checked the power and it works becasue the fan spins a little then stops. I also used Arctic Silver 5 on the CPU.

Please help. This is my first build.

Tell us more about your system (motherboard, for instance)

Gigabyte P35C DS3R. Version 1.1

CPU: Intel Core 2 Dou E6850, Stock fan and heatsink (Arctic Silver 5)

CASE: Antec 900

RAM: 4GB Corsair

GPU: ATI Radeon X1900XTX

PSU: Corsair HX620W

Besides the brass on the CPU, no. Um the CPU fan finally started to spin, but now my GPU is giving me a problem by telling me I haven't connected it properly on my monitor, the fan on my GPU works, but it keeps flashing red on my screen. I don't know whats wrong here.

PSU: Corsair HX620W with modular cable. A 6pin PCI-E connector and a 2 pin connector also hanging on the same cable. Which one should I plug into the PSU, the 2 or 6?

Thanks for the help guys, and I also have one more question.

Whats the best stuff to help clean up cables, i was thinking plastic white straps?