Guys, many thanks for the replies. So am I right in thinking that it doesn't actually need to be connected or wired to anything, it is merely a way of dissipating heat from the control box? A la fins on an air cooled motor?
If your control box is aluminium (which a lot are) then i (personally) would not bother with a heat sink, providing the aluminium section is reasonably large.
Most sinks are made of al and, whilst they have fins etc. the heat we're talking about isnt vast, and a decent area of al case would dissipate the heat also.
Or...
If you dont feel confident with that, look out for an old computer psu. Crack it open, and harvest the heat sinks from it.