azzoni - I've lost two extruder cooling fans in the last 2 weeks and in a pinch I used spare Replicator 2 fans I had on hand. The wires weren't long enough to reach so I did have to solder the leads together and rightly or wrongly I just ran the wires around the outside of the heat shrink tube bundle (Im not sure of the long term consequences but I was going to keep an eye on the wires). I'll be contacting support ( thank you YosemiteSam) to ask for replacement fans and spares (we're a production facility and downtime is unacceptable).
what I don't understand is how to pass the cables of the new fan in shrink ...
It can be a little tricky. The way I did it was to take the bottom fan assembly off, drop hot end out and remove the heat sink. This will give you good access to inside the aluminium block where the wires run. Then just poke them up from there.
Alternatively, leave the wires in the tube and cut and join the new fan below the tube. Or just run the wires on the outside, but this doesn't look as nice.
Lastly, the super easy way is to buy a new machine that has a split running down the length of the aluminium block and just push them in from there! :D Of course this is also the most expensive method.
Before cutting the wires on the old fan, check to make sure that the connector on the new fan is the same as the one on the old fan. The Delta AFB0412MA fans that I got from Jameco for US$5 each (thanks Kyle!) had a different connector so I had to cut that one off and splice in the old connector. You'll need to leave a few cm of wire on the old connector and solder those wires to the wires on the new fan.
I have a split aluminum block but had trouble poking the wires in there well enough for them to stay. My wires dangle now, but it's been no trouble in around 4 weeks of use.