I am running an Athlon 1.33 OEM. I added a CoolerMaster HSF and actually went with the one designed for the Pentium 4 instead of the Athlon as the P4 version's Heat Sink is larger and Tom's review seemed to speak highly of the Intel's default P4 fan highly. Contact with the raised chip appears good and tight.
It is installed correctly with thermal grease. Running with the case open it comes in at 57 c degrees idle.
Case closed the temp spikes to 65 c *ahem* Methinks it's time to either check my install or get SEVERAL case fans.
Or a new HSF....
As I am using the AMT1000 case with all these cool places for fans (an extra two side vents on the case mounting) I guess I do have the room.
Point is: your experience is not that different from mine. It may simply be we both have improper installations though...