So. You are wanting to make a wind mill generator? Are you intending on using the fan for the wind source, or will this be an outside device?
If the latter, are you intending to use the fan to generate the power?
That could work I suppose, however, it might be tricky to setup. Is it a typical box fan?
Basically, you can get electrical current by either rotation a conductor (the wire) inside a magnet field, or rotation the magnetic field inside of a conductor.
Chances are, your fan has natural magnets on the shaft of the fan blade. When power is turned on, coils of wire become electrically charged, creating an EM field, which repels the natural magnets. Spinning the fan blade should induce some current inside the coils, however it will probably not be that effiecent.
I watched an episode of "Escape from invention(i think) Island" on discovery. They had to build electric rope cars, and transport themselves across a valley.
Anyhow, part of the challenge was building a water wheel to turn an alternator, which would charge the battery. They provide alternators which were regulated at 12v dc, however, you can get alternators which do not.
I would start out by perhaps using an old fan blade, although it was more designed to push air, as opposed to being pushed by air. Find a way to mount a pulley on it, and get yourself an alternator. Hook a belt from the fan pulley to the alternator, find a windy area, and you've got power.
You might find a multimeter usefull, so you can measure the power being produced. Also, while I recommend the buying an alternator, it is not impossible to build your own, just more difficult.
This site will probably help you a bit
http://www.otherpower.com/otherpower_wind_tips.html