Also from here a little lower on the page:
http://pcbheaven.com/circuitpages/High_Frequency_PWM_Fan_Controller/
I got the 4 wire circuit working on a breadboard. When I soldered up the circuitry, I accidentally reversed my +12V supply which caused a crackle and smell. Whoops! I tried rebuilding the circuit with new parts but haven't been able to get the circuit working and assumed I destroyed the PWM input on my fan. I added a similar transistor (IRF510) to the page design and it worked to control the fan.
Also, as explained in the article, the stall limiting resistor on one leg of the pot is important if you don't want the fan to stall. I skipped this resistor and was able to go very slow on the fan. If I build the circuit again I will add this resistor.
I could hear frequencies coming through my fan so I am not convinced my capacitor is a good value to keep the lower frequencies from getting through the fan.
Connect the probed line to the Ground (-) wire on the fan to control on the Fan. Use the POT to adjust the duty cycle of the PWM signal.