As said before, the 7000A-Cu comes with mounting hardware for each CPU type. Since I only have an AMD Athlon XP, I can't show how the heat sink mounts to the other CPUs. Never fear though, Zalman provided us with a nice image that shows each of the three mounting types.
Like many heat sinks, the 7000A-Cu mounts through the motherboard... well, kinda. It actually has two clips that mount through the motherboard, and then the heat sinks mounts to the clips. This gives you the supports of mounting through the motherboard, without having to take the mother board out of the case every time you remove the heat sink.
Zalman heat sinks are very large, and because of that their heat sink may not fit on every motherboard. According to the 7000A-Cu product page, my motherboard (Abit KX7-333R) is compatible. But keep an eye on the two capacitors next to the blue mounting clip.
See the capacitor closest to the bottom of the screen? I actually had to bend it ever so slightly to install the 7000A-Cu.