Depends on which fan it is and how its controlled. Do you mean the CPU fan? It should always be running at a decent lick. If its a case fan then these can vary speed if conected to some sort of fan controller. If just connected to a 3 pin socket on the motherboard will run at full speed.
if its noisy, maybe the fan's about to retire. If you don't think that the fan is meant to be on all the time, check that its been plugged into the correct socket on the motherboard. Also whilst you're checking that, remove any dust on the fan, cpu, case holes, heatsink, etc. by using a hoover or duster.