It doesn't need a fan on the heatsink. It's not meant to have a fan. There are no holes for a fan. All you need is a little airflow through your case.
I have a ZM80A-HP on a Radeon 9700 and it runs great--I don't have a fan on it, and don't even have an intake fan. Just one 120mm L1A fan running at 5v for exhaust in the back, plus the low speed 120mm fan in my power supply.