The datasheet for the LM4870 is quite nice...it really does spell things out pretty explicitly, what is giving you trouble?
The chip is designed to dissipate heat, and the amount of heat it must dissipate depends on how much power you are trying to push through the chip (which is a function of supply voltage, load, etc).
The junction temperature should not rise above 150 degC. So use equation 2 to calculate Pdmax. Then you can use equation 4 to calculate THETAsa. Buy a heatsink that has less thermal resistance than THETAsa, and you're all set. (small thermal resistance = heat flows easily = large thermal dissipation)
Many people just buy a big honking heatsink. An oversized heatsink won't hurt anything.