4-pin fans are PWM controlled, 3-pin fans are voltage controlled. PWM allows more fine speed control and also lower speeds - in fact PWM fan can be stopped to zero speed, while 3-pin fan cannot. On new boards it does not matter really, but your board is older, so it has its limits. CPU header is 4-pin, so you can connect 4-pin fans to it, but the other header is just 3-pin, so you can only connect 3-pin fans there (actually you can, but such fan would run at full speed all time without any control).