Depends on who you get. Sometimes they'll ask for the HSF number, sometimes they won't. Sometimes they'll ask you to ship the HSF back, sometimes they won't.
Last time I RMA'd it was 2X655K's simultaneously. The guy was no fool, either. "Hmm...you want me to replace TWO 655K's for being faulty? And this is on top of the TWO 980x's you've returned in the last 2 months? Our research shows that an extensive RMA's is typically due to user error....." Nonetheless, I told him the chips were faulty and are under warranty, regardless of what some research shows.
I don't RMA anymore, though. In truth, I AM using the hardware outside of specs.
