GPU and CPU temperature control

I just got a new Aurora-R3 with the 3.4ghz i7 processor and nvidia gtx 460. I seemed to be having issues with the graphics card overheating when I was playing a game.

So I used MSI Afterburner to monitor the GPU temp and fan speed. As I played the game, the GPU temp got hotter but the fan never went above 25%.

So I now have MSI Afterburner setup to increase the GPU fan speed as the card gets hotter and am using Alienware's Thermal Controller to adjust the PCI fan speed and HD fan speed.

I have a few questions and please excuse my noobness about these issues but this is my first serious gaming computer.

1. shouldn't the graphics card increase its own fan speed by default without using other software? or does everyone use something like MSI Afterburner, EVGA Precision, etc?
2. it turns out that the "PCI fan" in AW's Thermal controller is not the GPU fan, so what exactly is it?
3. I currently have the GPU, CPU and PCI fans setup along a curve, so that they increase in speed as the component gets hotter, with the fan speed a little faster than the temp. So that at 40c, the fan speed is like 50% and at 80c the fan speed is  100%. What are some good guidelines for how fast to set the fan speed in relation to the temp for each of these (CPU, GPU, PCI)?

thank you for any help!