The zalman will void the warranty, however if your lucky you can contact asus tech support for a replacement new revision chipset cooler and they will send you it free. Fit that before you send it back, thats what i would do. That won't void the warranty because the retailer will never know if it came with the new revision or the old, and asus allow you to fit the new revision one without voiding the warranty iirc.
I'm in a similar position myself with memory failing memtest in this machine but fine in another, and i know its either the cpu or the board. I've left it for now as it works in windows ok, but at some point i expect i will have to rma my board and suffer the testing and postage fee if its tested ok by the retailer... same with the cpu, and i'm willing to bet both test ok with the retailer and i have to pay testing fees plus postage to get them shipped back to me and it will still fail memtest...
I'm never really sure why they ask you to send it back with everything it came with, i suppose its because a small percentage aren't faulty, but then they usually make you pay and give it back rather than selling it as b grade and giving you a new one anyway... its could also be to make sure it doesn't get damaged in the post i suppose.
