I realize this works, but normally the fan speed would go instantly to 100%.

Is the only option to purchase a fan controller? Would these fan controllers have automatic speed controll?

Extra: Do you think a Zalman CNPSX Performa stock fan is quiter at its lowest speed than a Fractal fan at its highest?

Any fan can be controlled. I have not seen a motherboard that's able to control a 4-pin PWM fan while unable to control a "normal" 3-pin non-PWM fan. PWM is the cool way to do it, that's all.

There are devices that permit you to use a 4-pin CPU header to control 3-pin fans.

Here is one:
http://www.performance-pcs.com/catalog/ ... s_id=30056

Almost all recent motherboards will not vary the speed of a 3-pin fan plugged into a 4-pin header. A few years ago the opposite was true... I guess this is progress.

Situation seems a bit different I've recently built a Gigabyte AM3+ board and have no trouble with it controlling fan speeds esp CPU speed. There is an auto and a selectable option for voltage and smart fan option. I've checked up on Asus who were getting quite a few complaints about this and it does appear according to their manuals that they now do support both PWM and voltage control. I know a few years back Asus were only supporting PWM this seems to have been addressed (least the models I've checked out)

Not sure about MSI I have not used one for a while I think Asrock are ok with voltage control as well.