If under warranty contact MSI or your supplier. They will provide a new fan. Even if not under warranty, try.
I got a replacement from Hercules for a failing GeForce 3 Ti 200 3 years after i bought it - in fact they sent two!
Also got a replacement North-bridge fan for my 3 weeks old A8N-SLi from Overclockers after it started buzzing. Had to send the old fan back as it was swapped off a returned board. The fan should just unscrew from the Heatsink and replace simply.