Most variable resistors are low wattage, and this could be a problem:

Assuming that the fan header is 12V, and that the fan draws 30mA at 6V. (Purely hypothetical figures here...) The the resistance needed would be:

(12 - 6)/ 0.03 = 200 ohms.

The power dissipated in that resistance would be IR = 0.03 * 200 = 6W.

Another calculation. Assuming you want your fan to run at 8V, and it draws 40mA at 8V:

R = 4/0.04 = 100 ohms. power= IR = 0.04 * 100 = 4W.