So you hit the little + sign in order to add additional fan speed settings? Or you are just trying to adjust the one "Default" setting?
I added two additional settings, so I have "default" set to 2000rpm, "mid-rpm" set to 4000 rpm and "high-rpm" = 6200rpm and manually adjust according to temp. I can't recall if you can adjust the default setting or not, without adding additional settings (and I'm not near my Mac at the moment to check.)
And I believe there are built in settings into OSX that prevent overheating (shutting the computer down if it reaches over 105 degrees Celcius) or speeding up the fan IF required. I'm not positive on this though.