Yeah, it sounds like (as in me reading it back to myself from memory) you ran the program, and it for some reason decided that your cpu was too hot, so it blasted the fans to try to cool it down. Now that it's gone, it wont blast your fans anymore. As far as harm goes, you may have cooled your cpu even more, but that's about it.
Even if you killed all the fans, you'd notice that they dont run, so you'd go out and buy more fans, and replace them. That's about it as far as I can tell. Glad no harm was done!