You'll do what you want, but I'D get the version with the retail processor so that you're covered by the 3 year warranty and then get whatever the hell you want for a cooler... The retail and OEM processors are within $2 of each other making it a hell of a lot cheaper to do that and get the HSF you want then to get the $8 HSF installed and get the other one on top of it.
Like I've said [as well], bundles are for newbs that don't have the confidence (or ability) to properly assemble a system. I tried it ONCE, on my second build and it was a nightmare. I had to go through the tech's at the place I got the bundle from to get help (not the product manufacturers, which would have been a hell of a lot easier) since the config was buggered by the people that put it together. If you've put more than two systems together in the past two years, then you shouldn't have any problem putting together another. As for the game, I'm sure you can get that with something else (perhaps a video card upgrade you're itching for)... After that one experience with 'bundled' mobo and processors I swore to never again trust some twit to assemble critical components for my systems. Especially when I'm more than qualified to do it myself.
Yes, that bundle might be cheaper, but if they don't do it properly, you're already going to have issues. I don't mind spending a few dollars more, and KNOW that the hardware is assembled properly. Especially when I'm building a system that matters (they ALL do, even for me, family or paying customers).
Keep in mind, OEM processors have 90 day warranties.. That's IT unless you pay for the extra warranties... So, that will pretty much eat up your savings right there. Especially if you don't do the extra warranty and you have a processor failure after 90 days...