As we said, the Pentium 4 will be quite the power sucker, which also means it will generate plenty of heat. Intel has created a reference platform design to give a basis for designing inexpensive cooling solutions.
On the heat sink side, Intel has designed a monster 450g (about one pound) heat sink with a copper base and aluminum fins. This bad-boy feels more than twice as heavy as any socket heat sink we've seen other than what ships with Apple's G4s. This heat sink is designed to provide enough cooling for a Pentium 4 in a case with about 40CFM of airflow. An 80mm fan plus a power supply fan are usually enough to provide this much flow. The copper is necessary to deal with the increased thermal density of the Pentium 4 over previous Intel processors. The move to a .13 micron process will make cooling even more difficult.
As the diagram below shows, there are two clips attaching the heat sink to the socket. On faster Pentium 4 processors, an EMI shield will be needed to meet FCC regulations. Four screws go through four holes in the socket and motherboard then attach to the previously mentioned supports. These supports are needed due to the gargantuan heat sink. While a motherboard would likely be able to support the weight of the heat sink, as soon as you factor in the vibrations, drops, and battering that a case takes in shipment, without the support you see dead motherboards. We have managed to kill two motherboards recently due to stubborn heat sinks that required us to push too hard to install them. We can easily see a heavy heat sink killing a motherboard in shipment.
At this point, you're probably wondering whether you're going to have to throw away your new case and power supply if you want to upgrade to a Pentium 4. As we said, you can probably drill holes in your old motherboard tray, so a new case is likely not in the cards. The power supply is another story though. We asked an Intel representative about possibly adding an adapter to current power supplies to modify them for ATX12V compatibility and we were flat out told that, without doing serious interior modifications, it would not be possible. It still might be possible if there is some clever electrical engineer who wants to tackle it, but we imagine that most people will just end up buying a new power supply.