Don't give up. You can follow xXSebaSXx's advice on getting a PWM splitter (read this). You can control the fans from your motherboard, but power them with your PSU via Molex.
Or you can get a PWM splitter and connect it to a PWM Mate, which is a PWM controller. My review of the PWM Mate is here.
As an example, here are five PWM fans connected through an FP5 (5-way PWM splitter) to a PWM Mate:
They all get their power from the PSU through the Molex connectors, but they are all controlled by the PWM Mate. You will note that there is no motherboard in sight.
So: there are two different ways to make this work. Just remember that the whole point of PWM control is to control the speed of multiple fans without having to overdraw a fan header.