Mac,
It sounds like your board was one of the original first release boards for the Delta-ILSR with the original BIOS (7.0). The first BIOS revision (7.1 on Apr. 21, 2003) added support for the Barton Core AthlonXPs. The good news is that there have not been any major design changes in the board (other than shipping BIOS Revisions).
If you do not want to buy a fan bay, you can use an adapter to change the pins on the fan so you can plug it directly into the Power Supply. Here is an example:
Take Care,
Richard