I put one together using eight thin film units, 500W each, on a 40 lb copper heatsink. There are pics somewhere on here. Even at 500W it gets pretty warm after some time and I had to put a high volume low speed fan on it.
A thermal alarm and fan switch would be wise when using these small-area type resistors because they have definite spec for temperature. 175 deg C seems like a lot but it can easily be exceeded with high power levels because the device can get hotter much faster than the heat sink can remove the heat from it. (like testing a 2-transistor 100W linear amp -the devices run much hotter than the heatsink) There was good advice on here in that thread about using copper spreaders or outright copper heatsinks because aluminum is not nearly as conductive to heat.
Note the derating curve for the resistor here starts at 25 deg C and is 50% at 100 deg C. These inexpensive ones must be derated. The ones I chose were expensive but go to 100 deg C before derating. Not good or bad just something to consider.
Here
http://amfone.net/Amforum/index.php?topic=22823.0dang smart people here keep me from blowing things up!