The system is not booting at all - something is switching it off right away - this is why the fan stops.
Maybe you have the wrong processor for the board
or The processor is faulty
or The PSU is not sufficient for the new processor.
can you tell us the two processors in question and the motherboard model.
This can happen when trying to fit a Pentium "Prescott" processor into a motherboard that will only run "Northwood" (an earlier version) processors, for instance.