The Gigabyte P35-DQ6 is one of the best motherboard actually on the market. It is highly overclockable and stays very cool because of its super sized heat sink. The "Crazy-Cool" is the heat sink located on the back of the motherboard, behind the processor to help dessipating as much heat as possible.
The problem of the Crazy-Cool is that it does not allow the installation of CPU fans using a back plate, such as the famous Zalman 9700NT.
The solution would be to remove the Crazy-Cool, as advised on many sites. If Gigabyte decided to add this heat sink it to help reducing the temperature of the CPU, and I think it is important to keep it to ensure the maximum dissipation of energy. Also, I have found a review of a person who managed to keep the Crazy-Cool with his Zalman 9700. The solution is to use the Zalman ZM-CS1 clip support.
I couldn't find this clip support in Taiwan, so I ordered it in France and will explain in details how to use it to install the Zalman 9700NT on a P35-DQ6 keeping the Crazy-Cool on the back of the motherboard.