if you bought the chip retail, in the box, or in a combo/system then it comes with a barely adequate heatsink. If you bought it OEM, then you need to buy a heatsink. Some popular choices for good heatsinks are:
ThermalRight SK-6 + 25 cfm fan
Alpha PAL6035 + 25cfm fan
Vantec CCK-6027 or CCK-6035
ThermoSonic ThermoEngine
GlobalWin WBK-38