HSF = Heat Sink Fan
They come in 2 flavours basically. Stock OEM coolers ie: http://techreport.com/r.x/2009_4_14_...tock01-600.jpg
or "Aftermarket" like Cooler Master, Scythe, Zalman, Arctic Cooling, Noctua etc. (ie. This beastly Noctua D14
or this Ninja3
If you're not looking to spend that much I highly recommend the CoolerMaster Hyper 212+ it's a pretty good cooler for what you're paying for. Otherwise my other favourite right now is the Scythe Ninja3 in a 2 fan push-pull config (one fan pushing air into the cooler and the other fan pulling it out and exhausting it to wherever).
Also, it might be worth it to take a look at this thread to see what the 240 is capable of achieving (YMMV although I'd probably say it's probably not a good idea to go past 3.4 Ghz) http://www.overclock.net/amd-cpus/56...-x2-240-a.html
Don't try to go up that high though, and it's probably best not to mess with voltages when you're a newbie to OC'ing because it can really damage your expensive parts (ie. DFI mobo's which are like "yeah we'll totally let you run your mobo at crazy voltages that will instantly set fire to your $2000 worth of parts"....)