The ability to control fan speed is not currently supported outside of using the CPU scaling features, this is because it is very chipset specific and even possibly dangerous.
There may be a generic way to do it via ACPI on some systems, but as if now fan control is not supported by OpenBSD.
Constantine A. Murenin (cnst@) had sent in a patch for lm(4) along with a proposal for a generic sysctl-based interface earlier this year.. but it went mostly unnoticed and it was never committed, consider sending a reply to that email, or perhaps one to him directly.
http://marc.info/?l=openbsd-tech&m=124182023631365&w=2
I remember there being a paper from him about it, but I can't recall where it is.. perhaps on the papers page.
Sorry, hope that helps..
Don't worry about spelling, I had no problems reading it.