What kind of cpu fan do i buy?

Motherboards has various fan headers on them. Make sure your cpu fan is plugged into the header that says "cpu" on the board. If you have the cpu fan plugged into a 4 pin connector off the power supply see if you have an option in the bios where you can turn your cpu fan monitoring off. If not use a 4 to 3 pin adaptor. Even plugging a 3 pin case fan onto the cpu fan header will stop it from giving you that message. Without a load(fan) on that header the board thinks your cpu fan isn't working.