Intel standardized the P4-478 mounting mechanism. It is a big engineering improvement over previous CPU mounting.
VR-ZONE described it as follow:
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All the coolers we have tested are pretty similiar in installation and there is not a need to use screwdriver or any tools to install the cooler. Installation of cooler for Intel P4 478 processors is almost idiot proof as there is no direction to take note, not like for AMD processors where there is a groove and wrong placement will result in poor cooling that lead to CPU failure. Also there will always a lever or 2 levers for you to secure the cooler tightly onto the processor so there will not be any unbalance on either side. >>
The intel heatsink is big and heavy. It uses a 70mm fan turning at 2700 rpm, which is very quiet but efficient in cooling. My Pentium 4 is a 1.5G overclocked to 1.7GHz at 1.8 vcore. The retail heatsink keeps it at 35 deg C at idle and 51 deg C at full load. Unlike the P3, the Intel P4 is quite hot, but the cooling design and thermal protection from Intel is excellent.
Most aftermarket heatsink are conformed to the Intel mounting standard. So it will not make any difference. However, I do know of two, Globalwin and Dynatron, who use their own mounting bracket different from Intel's. These are the only two HSF that will require the user to remove the motherboard for mounting the heatsink. (The plactic bracket cannot be removed or mounted when the MB is installed.) Using the Intel retail heatsink or the ones meeting their standard will avoid this trouble.
pictorial instruction for heatsink installation on the Intel web site too.