Techpowerup found photos of a Intel Core i7 965 XE engineering sample and its stock cooler:
The contents show a massive stock cooler and the processor itself. The stock cooler is composed of the same fins projecting radially, just that they are much thinner, and more in number (to boost surface area of dissipation). The cooler uses 50% of fins made of copper and the rest 50% made of aluminum. The large CPU contact base is made of copper and pre-applied TIM. The box pictured is the "white-box" part, expect the retail box to be of that exact size.