I bought a new card a few days ago (ATI 9600 XT) and noticed the fan did not spin

I ran a game on it in high settings to see if the fan would cut in (advice from someone).
It didnt and the heat sink got very hot.
When I removed it to send it back I noticed one of the wires to the fan was not pushed right in, Pushed it in a now the fan works...yeah
I'm just worried that some damage could of been done when it got hot.
So is there anyway of testing a grafix card?