well most your fans plug into the MB. others can be plugged into the standard PSU plugs. most MBs dont run their fans constantly. i hadda tyan server board that did and they are very loud. but since this is pentium chances are the fans will kick in when u hit a certain temperature. look on your motherboard for 2 pins that say "FAN 0" and/or "FAN 1" ..theyll most probably be near the edges of the MB.
as for the PSU fans, they usually have an adaptor that just feeds off the plug, so u dont lose a plug to a fan. my case had one preinstalled on the side that runs constantly.
as for PS problems...too many drives, cards, lights, and fans could blow ur PSU. what the limit is or how to tell im not exactly sure. check out the post in cases and power supplies which deals with running 2 power supplies to your rig