http://www.gigabyte.com/fileupload/product/2/4643/8233_src.jpg
That's the link for motherboard image u will see some small resistor or cap or whatever below the cpu fan pwm header one of them are officially not there but mine has removed from below left one
Here's the pinout for 4 pin PWM CPU fan connectors:
The component is located between pin 1 (Ground) and pin 2 (+12 Volts) so most likely (not certainly), it's a decoupling capacitor. As I said, above, the board should continue to work without this cap until you encounter the specific interference it is intended to stop.
Without the right tools, replacing a small surface mounted component like that can be difficult by hand. However, if you know how to solder, you can replace it with a small conventional 0.1 uF monolithic ceramic capacitor rated at 16 volts or higher.
This one from Digi-Key is 0.1 uF, 50 volts and measures about 0.1" in any direction. The temperature coefficient is not relevant for this application.
1. Clip the leads to around 1/2", leaving enough to grab the leads with a needle nosed pliers while you're soldering.
2. Tin (melt) a small bead of solder onto each contact point on the motherboard. Use an iron with a fine point, and avoid execssive heating by doing this quickly so you don't damage the contact pads and connected traces.
3. Tin the ends of both wires with enough solder that you can heat each capacitor lead to "sweat" it onto each of the tinned contact points. This is not a polararized capacitor so you don't have to worry about which lead goes to which contact.
When it cools, the hardened solder should be strong enough to hold the cap in place. You may have to bend it slightly out of the way of the mating connector from the fan.
Note that, if the part is a resistor, as
pitz suggests, installing the capacitor will not damage anything, but you'll still want to replace it with the correct part so do contact the manufacturer's support people to confirm what it is. If it is a resistor, you can use the same method I outlined, above, to mount the proper value.