Heatsink/CPU(1st build)

I have a few questions to get off my head before I make a purchase. I am building a new "budget" gaming rig, nothing extreme.(this is my first build) I have everything except a HD and processor. I don't have a OS yet but already know what I am getting(XP).

1. I have a ABIT: AV8 K8T MOBO and I am trying to find a good processor to game with as well as watch movies and listen to music. I found a good deal on a website(not gonna mention cause i am unsure of this forums policys) for $60. It's a AMD Athlon 64 4000+ San Diego 2.4GHz Socket 939 . Do you think I would have any problems with this CPU?

2. I am looking for a Heat sink to go on the CPU since the one I am wanting is OEM. I have been looking around and see all types of them. I really don't need anything fancy just something that will keep it cool. I would say $40 max is enough. What would you guys recommend for this CPU?

3. Do I need any kind of HD covers or fittings to mount my HD in the bays? The case I have has 4 slots, made wear it looks like I just screw them on. All the computers I had, the HD came with covers or siding mounts on them

here is a pic of the case:
http://www.atxcases.com/Cases/images/100/GaurdianB/gaurdianbchassis.jpg

*EDIT*
.4 Also there are some plugs that look like speaker plugs that come from the front. Ones pink and the other is green. I don't see wear they would go?

Thanks,

josh