Become a MacRumors Supporter for $50/year with no ads, ability to filter front page stories, and private forums.
My understanding is that it's normal for 4GB modules not to have a heat sink and that, as long as they have the temperature sensor, it's fine.

Comparable modules from Crucial & Kingston do not seem to have heat sinks either (in the case of Crucial confirmed by Crucial, in the case of Kingston I'm judging from pictures of the module itself).

Matt
 
Register on MacRumors! This sidebar will go away, and you'll see fewer ads.