When I plug a fan into my mobo (using the 3 prong connector) and power up, it won't spin at all.

Also...what is a good temperature monitoring software? I'm using SpeedFan right now, but I don't know if it's accurate.

As a monitoring Software, I like Motherboard Monitor (http://mbm.livewiredev.com/) .
Takes some experimenting while setting up, but works great.

As far as the fan, if you have a regular 3 to 4 pin adapter, you can hook it directly to the PSU to test it's operation.
Also, it may not "kick in" connected the the Motherboard header until operating Temps reach a certain level. (Thermally Controlled)

All 4 of my case fans are using the adapters so they can plug into the PS (4 pin adapter). I would like to have one for the case so I can control it's speed on the computer, using the software.

You will have to check your Motherboard Documentation....Some of the fan headers on the Motherboard are monitored, others are not.

Lost my book. It's an ECS P4VXMS though.

Sorry, really not familiar with that Motherboard....Time for some GOOGLE searching! (http://www.google.com/search?sourceid=navclient&ie=UTF-8&oe=UTF-8&q=ECS+P4VXMS) ;)

Keep in mind, some Motherboards have several sensors, some only have one or two.

(Try here?) (http://www.ecsusa.com/products/p4vxms.html)

Your motherboard manual:

http://www.ecsusa.com/downloads/manual_p4v.html