I have a DeepCool air cooler, and I am wondering in which direction should the fan be mounted?

The fan should be mounted in such a way that the airflow will be blown through the heat sink. There is a small arrow on the frame of the fan that will show you what direction the airflow will be going. Usually, the fan is mounted on the front side of the cooler, facing the front of the case; the airflow in this orientation would be coming from the front of the case, through the heatsink, and exiting to the rear.