The real trick here, though, isn't to get 4.xx Ghz, but to set it up with their first real(increased voltages) overlocked setup - at 3.6Ghz.
Or got to 3.8Ghz. Hardly any more cost.
The aftermarket air cooler worked fine - all they had to do was tweak the voltage in it to achieve virtually the same results as the 4Ghz setup. No water-cooling, no crazy voltage increases - just a mild overvoltage and about the same power useage as the current top-end Intel chip(so your motherboard won't die 6 months down the line, either) Any board can handle 1.50 volts.
That's several hundred dollars saved for the price of a Zahlman cooler. DIY easy. For most of us, it's a matter of buying the CPU and the cooler and dropping them in. Nothing more.
This reminds me of the older Pentium SX processors from a deacade or so ago. Miserable little things. 25mhz was common(yeah, that long ago - lol) - no heatsink at all. So we all put quarter-pound heatsinks on it, which were about 10x the size of the chip in diameter! - for $6, why not?.
Then you added a fan and soldered in a new clock crystal and presto - 40mhz. This was also a $120 or so chip versus nearly $800 for the big boy.