For future reference, I would strongly suggest connecting all of the fans to the PSU and NOT to the motherboard. When you connect components (whether they are fans, temperature gauges, etc) to the motherboard, the total amount of power is limitted by the motherboard. The motherboard has to power the processor, processor fan, RAM, sound cards, and your cheaper video cards. These take a lot of power. If the fans were connected to the mobo, several problems may occur with power or performance and can cause many frustrating problems. For instance, with the new P4 processors with HT, LED fans' lights flash or temperature gauges don't power up at all.
As for chaining your power cables, I would suggest connecting your major components (Video card, DVD burner, etc) directly to the PSU and then chaining them to the fans. This is for troubleshooting purposes only. If you were ever to lose power to a fan that was chained before a DVD burner for instance, you would lose power to the DVD burner and then you would have to do some minor troubleshooting.