Your post doesn't say if your source of the PWM is an arduino, or even if an arduino is involved here.
The source of the PWM is the Melzi electronics on my new RepRap. The whole system is based off the Arduino Leonardo and utilizes the ATMEGA644P. Edit:
I got everything working just fine now thanks in part to users on the RepRap forums.
I forgot to mention here that I had a 12v regulator between the 19v Melzi electronics and fan. The first couple I was using weren’t quite in spec, but these new ones, NJM7812FA, work like a charm. With that, the only other thing I included was a 35v 100uF cap on the fan's input.