I had this problem of power management turning off the fan during boot on a desktop computer. The workaround was to disable both ACPI and APM, then to manually enable APM by appending etc/lilo.conf
Try disabling ACPI in BIOS, see if the fan still cuts off. If fan still cuts off, then disable APM in BIOS also, if BIOS has setting for APM.
If that works, then you will probably have to append lilo.conf for shutdown issues.
Overview: To resolve this issue, you pass power management responsibilities (initialization?) from firmware to software. It's possible that the BIOS firmware conflicts (competes) with the kernel for control in this circumstance, causing power management to be abandoned by both during boot, ie., the fan stops.
Any luck, LinuxNT?
When you get around to editing lilo.conf, I'll give you more assistance.