well, if the motherboard you linked to is the Soyo KT333 board, then you're going to run into a problem... It only supports up to a 266mhz FSB, and the 2800 & 3000 processors have a 333mhz FSB.
But anyways, a good heatsink is the Thermaltake TR2-M2. VERY cheap, VERY nice and fairly quiet too.
I like to buy my cooling stuff at
www.hardcorecooling.com