Hi stretcharm_2,
It seems that the hi-lo siren from the mobo indicates that the cpu is over hated.
1st of all, you need to go into the BIOS/CMOS setup to check if the temperature was boosting higher that the prefix alarm. If it's low, but gone up very fast after a few minutes, you need to update to the latest BIOS firmware, as it's part of the Fatal1ty problem.
you can download the bios here, be sure to read all the instruction before you proceed to update the BIOS firmware.
http://www.abit.com.tw/page/en/download/download_bios_detail.php?pFILE_TYPE=Bios&pMAIN_TYPE=motherboard&pTITLE_ON_SCREEN=Fatal1ty+FP-IN9+SLI&pSOCKET_TYPE=LGA775PLEASE BE EXTRA CAREFUL WHEN UPGRADING THE BIOS AS IT MIGHT KILLED YOUR MOBO.you can always come back here and post a comment if you r no sure.
2nd of all, you need to check is the heatsink was fixed properly.
It's not your fault that's the fan wasn't fixed properly because the stock LGA-775 socket T heatsink's design wasn't a perfect one, and it has 4 very fragile fix-in clips. You need to check if all four clips were fixed firmly in the braket for maximum heat dicipation. It might be broken and you need to replace with another one.
You might need to replace the thermal paste to a better 1.
Please check your manual on how to diassemble the heatsink.
Good Luck,
Don't forget to rate my solution, thanks!!