Basing my response on my ubuntu system on my Dell Centrino, Are you running powernowd or cpufreq? these 2 control the speed stepping, therefore the heating issues, therefore the fan. My fan runs like a charm, but only on startup after a reboot and, probably like yourself I was concerned that my fan never seemed to work. It does when its required thanks to cpufreq.
I am not to sure if there is any fan control appz out there, but there could be something in the gdesklets package (??), going off my memory, have you tried a search in Synaptec( assuming Ubuntu as I mentioned)??