Which cooler unit did you get specifically?
The Nyko one will "burn" right to the back of the 360...it has happened to MANY Nyko fan owners...I've read a ton of horror stories. If you have it placed in a area where it can ventialte properly without sucking in already 'hot' air, you should be fine.
Here is a pic of what the Nyko can do, AND it does this to people that haven't experience any obvious issues with their 360's while it has been connected to it...until they check the connection in back. Some have been unable to get it off the back of the 360...it melted on.
Here is just one forum thread (of many) on the Nyko intercooler...
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