All current desktop processors require
a heatsink (and usually a fan) to keep themselves cool.
If you bought a retail package of the processor, it should come with one. If you bought it OEM, then you might need to buy your own.
The Tuniq Tower 120
is usually recommended for quad cores around here, however, since you're just on a dual core you could easily get away with an Arctic Cooling Freezer 7 Pro
which is still an excellent heatsink & fan.
You have to work pretty hard to damage an Intel processor now days. If they start running too hot they throttle themselves so they don't blow up. Even if you were to remove the heatsink during an intense gaming session so it went from dissipating lots of heat to not being able to dissipate any, it would still likely survive.