First time computer builder.. Question!

Ok so like the title states I am a first time computer builder. I got all my parts in last night and decided to bring in the new year with a very new experience. I am not completely new to computer in general just new to putting them together. Anyways I did a test boot before I put everything in the case booted up just fine, I put it all in the case and started connecting the oh so many plugs. I had no problems until I got to my case fans. I plugged two of the fans directly into the PSU and their was a 4 pin plug at the end of my PSU cable that I plugged into a 4 pin connector on the motherboard. I went to start up the computer and 4 pin connector started smoking the PSU was making a weird noise as well. I unplugged everything from power, unhooked the 4 pin plug and felt like dying. So I used another cable I had on my PSU to plug in the fan connectors leaving the 4 pin unhooked hit power and it booted up just fine! My main questions is how do I know that I didn't do any damage to the motherboard? I installed Windows 7, then came on here to ask this questions before I hit the sack. But if anyone has any advice on what I should look for or something I can do to test if everything is working properly that would be great! Thank you all for your time, and if you need pictures I will be more then happy to assist. (I apologize for not knowing the names of all the plugs)

Yeah, pictures would be great, we, here at Tom's are really dying for some new things to looks at.

photo please