the Ebay POS kits for our cars actually have a hole in the maf adaptor for that sensor (atleast the one that I bought did). Other than that you may have to just cut a small hole into the rubber part of the intake that goes around the maf adaptor. This has been covered atleast once that I can remember, not sure of the outcome though.
BTW its commonly referred to as heat-shield, not heatsink. Only heatsink mod I recall seeing is this one:
http://www.contour.org/ubbthreads/showflat.php?Cat=&Board=perf&Number=749718&page=&view=&sb=5&o=&fpart=all&vc=1 
hopefully someone that has faced this problem can pitch in.
