|The stock HSF will be fine.|
Repost in the CPU/overclocking forum & I'll help you out. Include the type/speed of RAM you have...4GB isn't very helpful. Is it DDR2-667, DDR2-800, DDR2-1066??
BTW, if you're hoping to improve performance for gaming, you're not gonna accomplish much as long as you still have the 9400GT. It's not a good gaming card & overclocking the CPU can't make up for it.