If the mosfets become to hot, they don't regulate voltage to the CPU quite as well as normal. at least, when overclocking, we have had this problem arise quite a few times.
And you don't want your voltages fluxuating, or getting the wrong ammount of voltage. to much voltage, means, more heat. not enough voltage mean...if your overclocking...instability. mix both together, to much, to little, your CPU just won't like it. and all in all, its bad for sensitive electronics.
So, some of us, has cut Heat Sinks, and put them on the Mosfets, and some have put fans ontop those heatsinks ( or at least, get quite a bit of air-flow on the Heatsink, that is on the mosfets )
And those who have put heatsinks on them, have noticed an increase in stability in their computer. and they would use programs, to monitor their voltage to their CPU. With Heatsinks, the voltage wouldn't jump around as much as normal, giving the CPU a much cleaner input voltage.
and the reason they get hot?
Well, Mosfets are kinda like transistors, that do a different job. the mosfets in your computer, make sure that the voltage you tell to go to the cpu, is what you tell it. it has to do work ( basicly ) to make sure it doesn't sent to much, or to little voltage. and to do that work, also require voltage.
Also, think about it. say 2 volts is going into your mosfets, but you only want 1 volt going out, to your CPU...what happens to that other volt of electricity that you do not want? simple....heat.
sorry for the long post here. felt like making an informative post again. havn't done so in a while.
so, trying to cool your mosfets, can be just as important as cooling your CPU, and GPU, and nortbridge, and at times, can be more important than your southbridge.