no, you don't have to remove the NB heatsink for install; I have the 9500 installed so the fan blows out the back of my PC case, and the base sits on the mounting bracket over the cpu. If you look down the centerline of the fan from the front, the outside diameter of the copper fins overhangs the top of the NB heatsink - if you tried to lift the stock NB heatsink straight up it would run into those copper fins. The stock NB heatsink is fairly tall, and there looks to be about 1/2 inch of clearance between the top of the NB heatsink and the copper fins. I was researching some NB coolers, and one of them looked like a copper pedestal with a fan on top and that would run into the underside of the copper fins. I think you could tuck a shorter heatsink/fan in there if you needed to (actually makes me a little envious of the DQ6 with the heatpipe cooler on the NB and SB), but I think the passive NB heatsink is good enough if you have decent airflow in the case. Sorry for the imprecise explanation.
Currently running at 3Ghz, and the CPU temp is 35C (system temp 39C, ambient = 24C) under 100% load using dualing Folding sessions (temps recorded via Speedfan and EasyTune5 - CoreTemp reads 52C and 55C and I don't think CoreTemp is correct. Just MHO). I think I still have a bit of headroom left in this rig...