Are you saying that you have 2 connections from the CPU fan? If it's only one than it should be connected to the pins marked CPU fan (refer to your mobo manual) If it has an additional connector (as I suspect) then I'm at a bit of a loss as to where you would connect it....You could try it on a spare fan connection on the board (usually system fan, aux fan etc.) But I'm not sure if that would show up in the BIOS as the cpu RPM controller.
If all else fails, contact the company and ask them...It may be that your board will not support the extra connection.
AMD CPU's have "Cool and quiet" built in, but it's just one connection.