The thermistor.....
Does it look like it was supposed to sit on the top of the Thermaltake cooler, or was it underneath the cpu or is this an "add-on" heat sensor?
Most motherboards in recent years, have a thermistor mounted underneath the CPU itself in the middle of the cpu socket. This normally holds true for Socket 7, Socket 370, Socket A, and most other socketed processors. There are some exceptions to this though.
Most thermistors are blue in color and only have 2 leads.
If this looks like the one that was supposed to be "under" the cpu, then you have a couple choices.
1. You can take your chances with running the machine without this thermistor ( although not recommended as you will not know what temp the CPU is )
2. You can try to re-solder it in place where it originally belongs. ( Very fine intricate soldering work )
If this is an add-on temperature sensor, most people insert them into the cpu heatsink just above the base. This gives a more "closer" reading as to what temp the cpu really is.
If it is one that looks like it should be a part of the CPU fan itself, you can either replace the fan, or leave it off. The choice is yours.
Hope this helps,