Glad you got your first P4T533 up and running. I was on my third before I got a good one. I had a conflict between my SCSI RAID card and the memory address for the floppy with one -- I could see either my floppy or my hard drives, the other would only take one stick of RAMBUS. Got a good one now, and man is it fast.
I agree that if your motherboard is working at all, it's probably all right. You may have just scratched the acrylic or missed a circuit that would have killed it. If it's working, I wouldn't worry about it.
BTW, I've used HSFs from Zalman to Thermaltake to Thermalright to Swiftech to Globalwin while O/C'ing a number of (Intel) processors on a variety of motherboards, but when I got my new 3.06 cpu with its copper core HSF, I decided to try stock cpu cooling for a change, and avoided all the hassle of the scratches and ruined mobo's of the past. FYI, the stock cooler with some Arctic Silver works just fine...in my five fan Lian-li aluminum case. And the stocker snaps on in seconds with no chance of a flat-blade screwdriver slipping out of a tiny little groove and gouging the PCB and the imbedded circuits.
Don't know if 32-bit RAMBUS will survive the evolution, but it's fun for now!