I will say ahead of time: the Phenom II x2 is a poor choice, its outperformed by the less expensive Athlon II X3 series CPUs, so either step down in cost to one of those, or step up to a Phenom II x4 955.
Yuo won't need an aftermarket CPU cooler unless you plan to overclock. The stock model is fine.
YOur list there doesn't include a Hard drive, dvd drive, monitor, or operating system. I assume you have those already?
Unless your budget is really restrained, you're better off getting an HD5770 instead of the HD4850.