all you do is get some arctic alumina (thermal epoxy) and glue the heatsink onto the northbridge. Otherwise, it might come attach with the two push-through clips that go through the holes on opposite sides of the northbridge. Either way, it's really not too hard, so don't worry.
My Current System
C2Q Q6700 @ 3.4Ghz, 1.31v | Zerotherm NV120 Nirvana | Asus P5W DH | 4GB Corsair G-Skill PC6400 | 1GB HIS IceQ4 4870 Turbo | X-Fi Xtrememusic | Megaworks 650 6.1 | 500GB WD SE16 | Corsair TX750W | TT Tsunami | Log. MX3100 Duo | Dell 2007WFP | Vista HP x64
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The trick is that you have to remove the old one, and to do that you have to remove the motherboard from the case. Then on the backside of the motherboard you will see the two little clips. Just squeeze together the ends (they expand to keep the thing in place) and they will pop out.
Installation of the new one is pretty straight forward, and the Zalman, for example, comes with instructions.
All in all, the most time consuming part is removing the motherboard from the case and putting it back in. The actual mounting process of the heatsink is pretty straightforward.
Crusader for the 64-bit Era.
New Rule: 2GB per core, minimum.
Like James said. and there are a hundred sinks that will fit that fastener pattern, everything from tt orbs to vantec iceberqs to the thermalright nb-1 which I use. Honestly, active nb cooling isn't totally neccessary on these nf2 boards, so you could just go with the zalman passive (no fan) and probably be just fine. Less noise that way.