I just searched it and it looks like the Nissan Motorsports Oil Cooler is
NOT covered under warrenty. I was incorrect on that. Here is the link to the thread though if you are interested. It is a part ordered directly through Nissan.
Nissan Motorsports Oil Coolers
On another note, I'm not sure on this either but didn't someone recently say that the 2010 Nismos will come with a oil cooler? Anyone able to confirm this. I'd imagine if they came stock with one then you'd be able to order that and it would be covered under warranty.