NVIDIA GeForce4 MX440 AGP8X - Fan ??

I bought a GeForce MX440 with AGP8X approx 6-8 months ago.
When I went to install it, I noticed there was a connection on the PC
board for a fan. As there was no fan, I questioned the dealer from who
I purchased and was told this model DID NOT have a fan & the
connection was there probably for a different model that uses the same
PC board.
I went ahead & installed it and have had no problems.

I have now updated the OS with XP SP2 & after booting I get the
following message in a blue box, bottom right of screen

"VGA Fan Abnormal, Check VGA Card's Fan".

Does this mean that this model SHOULD have a fan?
If not, how do I stop this warning message?

Thanks to anyone who can answer my questions.
Gary