How to control fan speed on my desktop?

On a desktop, I'd be more inclined to look at controlling the CPU fan speed in the BIOS rather than through the OS. From what you've written, it looks like your Motherboard doesn't support software control of the CPU fan anyway. In most Bios setups, there is an option to change the heat to speed ratio of the fan, that would be my first port of call if you have a hot or noisy cpu/fan.