[ *IMPORTANT*---> ALWAYS press the computer's main power button AFTER UNPLUGGING but BEFORE OPENING the case, this will release the "left over" charge. Also use an anti-static wrist strap when operating inside the case, these will help prevent electric discharge that can fry circuits. <---*IMPORTANT*]
First check for defects and obstructions by opening the case and inspecting the fan and it's blades for things like chipping, cracks, loose mounting brackets, missing or broken fan blades. Also check for anything that could be on or around the fan blades, either blocking the air flow or hitting the fan while it's spinning. Then while you still have it open, clean out ALL of the dust. Dust can insulate the heat, trapping it in the computer and causing it to overheat.
If it's clean from dust, the fan is in good shape and you're still having this problem then unplug the fan from the motherboard, close the panel and start the computer up. After it finishes loading completely, shut it down and go back in and plug the fan back into the motherboard. Close it up and start it back up, this resets the automation that turns the fan on/off and hi/low. Let me know if either of these work and if not I will be glad to provide further suggestions.