That Zalman isn't depther than VF1000, both are 30mm, so it only takes another slot near the PCIe x16 slot the VGA use, the problem is with the height of the cooler, the heat sink alone is not heigher, but the last heatpipe may conflict with the position of the CF bridge, in SLI this may be a problem as you will need a flexable bridge, but in CF I think all bridges are already flexable, so no need to worry...
so unless your mobo comes with more than 1 slot between the PCIe x16 graphics slot's don't worry about any thing else
here's a picture of how the coolers heatpipe may conflict with inflexable bridges
http://www.techpowerup.com/reviews/Zalman/ZM-VF1000LED/images/finished_assembly_2.jpg
I have that from TechPowerUp review of VF1000, they have more pics, but don't worry about the front look of the installed cooler as it's just the angle that let you feel that, the edge's of the heat sink is about at the same line with the full height cards, so only the heat pipe is over-height here...
here's the review if you want to see more pictures
http://www.techpowerup.com/reviews/Zalman/ZM-VF1000LED/3.html
you may consider looking for more reviews to see more pics, personally I want to see how far the heatsink is close to the next slot, as it may be too close for sucking air to it if there's only one slot between the PCIe x16 slot's...
in this situation, two slot's between PCIe x16 with longer CF bridge is better for air circulation for the first card...