This happens to be the first PC I've built and I'm running into a little trouble. I've been using internet guides alongside Youtube and a PC building book(that isn't as helpful as I might like), and I've run into some trouble when I try to turn the computer on like the book says.

I've put the motherboard into the case properly, I put in 4gb of ram which is compatible with my motherboard. I've installed the CPU(though I had some trouble putting in the heat sink/fan it is fitted fine now). I've plugged in the power for my motherboard from my psu(and yes the CPU fan is plugged into my motherboard). I've found myself very confused with some of the cables I've had to plug into my motherboard but I am fairly confident though not certain that it is done correctly. When I turn on my power supply the power light on the motherboard turns green however the CPU fan does not spin, such as the unhelpful book I've been following says it should.

The hardware I'm using will probably help factor in here.

CPU - AMD Phenom 2 x4 945 3.0 ghz

Motherboard: Asus mfa7bt-e(IS AM3 compatible)

RAM(doubt this matters): Corsair DDR3-1600 xm3

Powersupply - Lian Li Maxima Force 650w

I would really appreciate the help, I really have no experience building PC's whatsoever, though I'm pretty knowledgeable about the hardware itself.
The fan won't start up until you actually turn the computer on. Just because the power supply is set in the on mode doesn't mean the computer will actually turn on. Make sure your case's power button is connected to the motherboard. The only other things I can think of is maybe the motherboard isn't grounded or something which means you'd have take everything out of the case and put it back in or maybe you don't have the stock heatsink's fan connected in the right place on the motherboard.
Take the fan back to the store, get a new one. It might be a bad fan.