Yes its cross compatible with DDR2 800.
Here is the RAM: Newegg.com - G.SKILL PI Black 4GB (2 x 2GB) 240-Pin DDR2 SDRAM DDR2 800 (PC2 6400) Dual Channel Kit Desktop Memory - Desktop Memory
And yes your CPU will come with a Heatsink with Thermal paste pre-applied.
Here is the RAM: Newegg.com - G.SKILL PI Black 4GB (2 x 2GB) 240-Pin DDR2 SDRAM DDR2 800 (PC2 6400) Dual Channel Kit Desktop Memory - Desktop Memory
And yes your CPU will come with a Heatsink with Thermal paste pre-applied.