Scratch that... I found the answer on eVGA's site.
From their FAQ section:
Does water-cooling or installing a third party cooling solution on my video card void the warranty?
Installing third party cooling solutions does not void warranty on our products. Just be sure to keep the original cooling solution as it will have to be on the card if it is ever sent in for RMA. Any physical damage such as burn marks or damaged PCB will void any warranty. More information can be found here at this link: http://www.evga.com/support/lifetime/
Sorry to ask this in your thread, but I am wondering the same about a Built By ATI card. ATI's site is a little hard to find this kind of info out. So, does anyone know if changing the stock cooler on a BB ATI card to a waterblock will void the warranty?