Most new motherboards use little plastic clips to hold the heatsink on; other boards have used thermal tape. If you twist the heatsink a bit, it'll give ever so slightly either way, but then spring back to its original position. That's thermal tape. If it doesn't give at all, they might have used thermal epoxy - that stuff is tough to get off. You can usually twist/pry the heatsink off, but if the epoxy is really strong, the chip can come off with the heatsink - then you're screwed.
Maybe one of them little fans might be the better idea, though the screws might not fit quite right - sometimes those chipset fans have little recesses around the screw holes.