ahh. Well, obviously, avoid any intersection or approach within whatever the rule is. Default 10 mils? Can always bump the heatsink back as much, and just ignore the misalignment with pins. Hardware, probably better not to draw it..?
Add an exception like so:
Component Clearance, add rule, first object
HasFootprint('MyHeatsink')
second object
HasFootprint('MyTO220')
Or name them by designator, or...
Set clearance to 0, or a little negative or something. Set priority so this new rule is done first (should already be there).
Alternately, set the global rule to the negation of these, so they are literally never checked. Awkward for many exceptions, though.
Tim