I have just put one of these together yesterday.
One manual seems to be just for the motherboard IIRC and it is that one which states the use of the fan.
The other manual that refers to the cooling pipes is the assembly manual for the SN41G2 itself.
Go with the pipes description. Mine has been running with the pipes, Athlon 2500+ CPU, XP Pro with no probs (yet!).
Did you get it from Ebuyer as I did?
If so beware as the CPU shim does have a piece of blue plastic adhered to it that isn't mentioned in the instructions, this needs to be peeled off.
It is a great little system though.
I hope this helps :o)