Here's one more user who's DNS-321 fan always stays on. My situation is the same as everyone else: FW 1.01, hard drives spin down normally, the fan stays on even when the temperature is low.
It's a bit of a pain since the fan is somewhat noisy. I should note that, while the fan is always on, it's not always at the same speed. Sometimes it spins up quite fast, and I'm not even certain it's related to the temperature of the NAS.
I hope this issue is addressed in a forthcoming firmware update, since the fan may be being used more than it was intended, which could cause early failure. That would not be fun times.