okay, i have to admit that i've never replaced a processor by my own so im not confident enough to laugh about the pic. hehe
The HSF (heatsink fan) is mounted at the back of the case thereby acting as an exhaust fan instead of being mounted on the cpu (in the middle of the pic). Good thing modern cpus have thermal shutdown capability if they overheat, but if this was one of those old Thunderbird or Thoroughbred Athlons, you would have seen smoke within a few seconds of turning the pc on.
The pic could have been staged, though, since the cpu has a circle of thermal paste on it. The site (hardocp) claims this is how they found the pc when they opened it.