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trickssy this they are supposed to have heat sinks or fans apart from this one http://www.mac-resource.com/parts/661-2408.gif
I had one from a PC, it was AGP 4x. It seemed to have not come with a heatsink. if it doesn't come with one, don't worry. They seem to be pretty cool-running chips. It should work fine without one. The only time I would worry, is if I saw a spot that looked like it had one on, and now it doesn't, then I would put a heatsink on the sucker right away.