If you are not overclocking. Just following simple basic guidelines.
1. Use an AMD recommended power supply.
2. Install at least an intake fan in the case. (An additional rear exhaust fan is even better).
3. Use of an AMD retail CPU/heatsink/fan is acceptable if you do the above AND do not overclock.
4. If you are buying an OEM CPU then you have to also buy a heatsink and fan. You might as well buy a good quality one. You do need a quality one if you plan to overclock.
5. Install the heatsink and fan properly. (See AMD's heatsink installation document at http://www1.amd.com/athlon/config).
6. MOST IMPORTANTLY, DO NOT, I REPEAT, DO NOT POWER UP YOUR MOTHERBOARD unless the heatsink is attached properly and the CPU fan is connected properly.
When you do finally power-up make sure the CPU fan is actually running. If not, switch off the computer immediately and check your connections.