I was reading this review for the GA-P55M-UD2 and its overclocking ability:
http://www.bit-tech.net/hardware/mot...board-review/1
They were saying how the uncooled VRM would not be a problem for overclocking. However cooling the VRMs is more about long term stability as opposed to how far you can overclock!!
They should be at least advising people to use coolers that will pass some cooling air over them or having a case with decent airflow.
A member of their very own forums damaged the same motherboard as the VRMs gave up during stress testing:
http://forums.bit-tech.net/showthread.php?t=181448
Running a huge overclock(4.1GHZ on a Core i5 750) on such a motherboard with no sort of VRM cooling could cause issues in the long run.