What do you mean by "constantly going"?
The fan is supposed to be working full-time (I believe you know that) but if the noise is bothering you and you want to speed-it-down, you might get the GPU overheated.
Also, some cards can be quite noisy, depending on the manufacturer.
To answer your question, you can use nvidia's tools (ntune, that can be downloaded from nvidias website) or other software like rivatunner (google it) and etc...
But, BEWARE of the GPU's temperature if you plan to speed-down the fan, or your new 9600GT will "meltdown"!