If you have a P3V4X that uses the ICS clock generator (which is between the RAM slots and the edge of the board, just up from the IDE ports - a small black chip with 'ICS' written on it) and you intend to overclock, a heatsink could very well make all the difference in the world. I get 148 FSB with mine easily, and I have a heatsink on my ICS chip as it got too hot to touch before.
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