I got Dell onsite, next day support to change the fan in a matter of minutes, and it was fixed. Its been more than half a year and no problems since.
That's great. I need to do the same while I'm in Salt Lake. Onsite fan replacement sounds like a best possible solution.
@Alienware team - can somebody help me with this or should I call to support to create corresponding ticket etc?
It suddenly appeared that Dell has no international warranty (It was suggested to "transfer warranty", but this never works). Thus, having no Dell service in Russia (well, actually there's some kind of service there, but I have to drive 500 miles and wait for a couple of months), I won't get any help or repair.
Thus, I'm glad to let you guys know, that it's my last Alienware or Dell product and this one will be sold on local classifieds as soon as possible.