I've got a 120 mm AC fan connected to the PSU. What you need to do is the following:
Cut the plug from the fan and leave the naked cables ready.
If you would like o have a fan reostat or switch, install one in one of the live wires of the fan.
Unplug your PSU.
Carefully open your PSU. (watch out the big capacitors, they can give you a shock).
Located the inside part of the plug from the PSU. YOu can see that there are three cables going out of the plug and to the PSU componentes.
Locate the two live wires and the ground wire. If you leave in America, then the top 2 are live wires and the lone one is ground.
You can pass the fan cables thrue one of the many holes of the PSU cover sheet or do one new. USe some shrinking tube so that the cables do not touch the cover.
Solder your fan cables to the inside of the plug. If you have a ground wire from the fan, solder it to the groung plug.
Close the PSU.
If you did it right, everytimes there is some power to the PSU the fan will start. Only by unplugging the PSU or installing a switch in one of the fan wires you can turn off the fan.....
Hope this give you some ideas.....
DISCLAMER: Opening the PSU is not dangerous if you know what are you doing, as playing with AC or DC current. Any harm to you, your PC or any other objects/animals/persons is your sole responsability.