It think most Sys_Fan headers on that board are 4 pin (so you can control the fan speeds) and your fans only have 3 pins, unless they're the PWM version. It may sound really stupid, but are you sure that you've plugged them in to the correct 3 pins? There are notches on the headers so they fit into eachother.
Also, SP120 fans are for radiators, AF120s are casefans.