You can get speed controllers from computer stores that are designed to run these fans.
Contrary to what was posted above, the yellow wire is not a speed control wire, it's a tachometer output so the PC can read the speed of the fans. Speed controlling a fan needs to be done by varying the input voltage, up to, but not exceeding the rated voltage of the fan (the new 4 wire fans use a different method but that's another topic). Variable resistors can do this job, but only special wirewound potentiometers can do it without burning up, and they are so expensive you'd be better off getting one designed specially for the purpose. You can get them at computer stores for $10 or so.
Really though... it's far easier to just use a lower voltage adapter... 9v usually works great for 12v fans.
If the fan didn't work with a certain adapter even though the voltage is correct, my guess would be the current was insufficient.