Per your edit, I assume that you know that I do not mean the screw that attaches to the motherboard, but a new one, I believe, that screws to the lowermost heatsink (for the second CPU). I think this was added in the early 2008 edition of the Mac Pro, which is why it wasn't discussed earlier.
Scott, your hints about the second screw were absolutely critical!
I just completed a task on a Mac Pro 3,1, early 2008, A1186; I installed a pair of SSDs in the optical bay. This required running a pair of SATA cables from the motherboard to the optical bay, which in turn required removing the front fan assembly.
On this model, I didn’t have to do anything with the RAM cage as directed in some instructions. I removed the screw that fastens the fan assembly to the motherboard, and I removed the CPU cover (fastened with magnets — just pull and it comes off), Removing the CPU cover reveals another screw right at the corner between the heat sink and the fan assembly. After both screws are removed, the fan assembly comes off easily.
Several of the hints indicate that you just have to pull harder to get the fan assembly out after removing the mother board screw. Take care! Be sure and remove the second screw.
Once I got that screw out, the fan lifted out easily.
For later models, this step will be unnecessary, since later models have the SATA cables already installed to the optical bay. "Those people" with their new-fangled modern 2009+ Mac Pros won't even look at this page!
Not answered: Are the IDE cables still present in the later models, or have they been removed? If Apple replaced the IDE optical drive with a SATA drive (requiring the SATA cables), then you'll face the question of whether to sacrifice your optical to get a second SSD into the optical bay.