Ok, well I've been fiddling with that 4th pin of the cpu fan, trying to nudge it to lock to the motherboard; however it just seems that it is not tight enough. I wouldn't say it is super loose, but if I was to put some force just pulling on the lever the pin will come out. The other three pins seems to be fine, just this 4th one doesn't seem to be tightening. I would force it down even more hard but I rather just ask you guys if I should buy a cheap CPU fan and apply some cheap coating on it again. Will this solve the problem?
Could it be that I didn't place the CPU itself correctly?