Intel (and AMD - and every chip manufacturer that I've ever heard of) performs burn-in at the packaging facility after packaging. Burn-in involves elevated voltages and elevated temperatures (hence the 'burn-in') for a period of time substantially less than two weeks. The idea behind this is to kill marginal parts before they hit the street. So, we are intentionally trying to kill/destroy any parts which are marginal enough that they would die within a brief period of time of in-system use by an end-consumer.
There are graphs of number of unit failures (y-axis) versus time (x-axis) and these show a "U" characteristic. So initially a high number of parts may be expected to fail, this number falls off to a low value for a long period of time (years) and then the number of failures increases near the end of life. So we elevate voltages and temperatures to accelerate the degradation of the processor to the point where we are now selling units that are in the area of the graph where the number of failures is low.
End-users do not need to do this. Not only will you reduce the expected life of your processor dramatically, but older processors are slower than newer ones. This is a fact - statistically all degradation mechanisms in silicon slow down transistors. There are people who claim that a form of "burn-in" enabled them to overclock farther and I'm not calling these people liars, but based on my decade worth of experience designing and testing microprocessors for Intel, HP and SGS Thompson, I can say with assurance that whatever is going on has nothing to do with the silicon. It may be a chemical reaction with the package/thermal grease, or it may be mechnically based (ie. in the fan), but it is definitely not silicon related. Statistically speaking, silicon only gets slower with time.
Having said this, it is worth doing a stress test of your system after you have assembled it. Run a program that stresses the system in many ways (HD, memory, processor, CDROM, sound, etc.) in order to check that the system works well together simply so that you can determine that you have a problem quickly while it's easy to do returns. I would recommend running it straight for 24 to 72 hours running a variety of demanding tasks to expose problems with the system as quickly as possible.
Patrick Mahoney
IA64 Microprocessor Design.
Intel Corp.