I want to run a 12 volt 10amp fan off it, and I am stuggling to figure out what heat sink I would need, I am unable to work it out 
Ive looked through the - http://www.vishay.com/docs/91017/91017.pdf - data sheet but cant figure it out. Is anyone able to help me?
Thank you
If you're not driving the gate properly, a mighty big one.
RDS(on) (ohm)VGS = 10 V 0.27
Yikes!
Even if you keep the temperature down to 25C, the IRF520 is only rated for an absolute maximum of 9.2A. (Did you not read the datasheet that you linked?)
Also, you can't switch it directly with an Arduino pin - 5V is not enough. It's not a "logic-level" MOSFET, and requires Vgs>=10V to switch on fully. The Vgs(thr) of an IRF520 is 4V, whereas the Vgs(thr) for a logic-level MOSFET is about 2V.
(As AWOL also pointed out as I was typing.)
With the right choice of logic-level MOSFET, with a very low Rds(on), chances are that you won't need a heatsink, or if you do, it would only need to be very small.
Just to add to what OldSteve has written, you need an IRL520 (not an IRF520) which is a logic level gate (ie 5v) and is very suitable for Arduino. Whether it can carry enough current is for you to read the datasheet.
Depending on where you are in the world depends on what you can get, MOSFET-wise. Even here in the UK logic level MOSFETs are not so numerous as you might expect. Not even if shipped from the Far East. It seems the USA has the widest choice. I guess they are more expensive to produce than you might otherwise think.
The RDSon resistance for the above MOSFET is about 0.2 ohms but some (not available here, well, not at a price I'm willing to pay) go down to 0.02 ohms which means higher current capacity and/or no heatsink required.
Edit: I pay about GBP 1.00 each for my MOSFETs which I think is quite expensive.
Don't use such a dinosaur! Millions of much better performing MOSFETs are available, this isn't the
1980's any more - the IRF520 is a truly ancient device.
For 12V 10A load make sure you find a MOSFET rated at 25 to 30V, not 100V, and with on-resistance
ideally below 10 milliohms. Only a small heatsink (if any) would then be needed.
The IRF520 is 270 milliohm, so at 10A its dropping 2.7V (and losing 27W), so it won't get enough
gate drive even with 12V on the gate (12 - 2.7 = 9.3V). Also its max continuous current rating is < 10A...
With a 6 milliohm device you'd lose 60mV and 0.6W, managable without a heatsink even.
No 100V rated MOSFET can compete with a 20 or 30V MOSFET for on-resistance, so don't buy a 100V
device for a 12V load.
Something else to remember - if your fan is rated at 10 amps running, it probably has a starting current more like 20 amps or more. Using a MOSFET (or any other switch) rated to just barely handle the running current is going to cause a failure - if not now, then not too far down the road.