Sorry Jonathon, I should have replied last night :(If i want an overall heatsink of 4.5 x 36, does it matter if it is made up of 1 large peice or 4 pieces of 4.5x9?
Does this effect the cooling efficience in any way?
No, I don't think it would have any significant affect on the cooling efficiency - you are reducing the number of external surfaces by joining them together which may affect the heat transfer but not enough to worry about. I have seen many builds done this way.
I used 25x50x3mm aluminium angle for my heatsink and it only gets warm with the LED's driven at 700ma - it gets a fair bit hotter at 800ma!! If you are looking to use the standard finned heatsink that many use I don't imagine you will have any trouble with heat, unless you are looking to drive the LED's at a high current.