My fan is out of control - Help!!

["Muñoz Palominos, César Augusto"]

With my computer, when it is turned on, there will be a loud whirring noise during the BIOS loading and when Windows XP starts loading. But when I get to the login screen for Windows XP, the whirring stops.   While running linux (Debian, Red Hat, Suse, Knoppix, etc), however, the whirring never stops and continues until I shut off the computer. The whirring noise I later found was the fan (Power device, I guess). Does anybody know how to remedy this problem? Because the noise is very annoying Please help me!   My computer is Sony Vaio DESKTOP (PCV-RX74), Pentium 4 processor 1.8 ghz., 128 mb ram.