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Use a solder sucker and or desolder braid. It's probably best to reflow the solder pads with lead-solder first as the lead-free type can present problems.
If so, complain, because what they sent isn't what was offered. If you pay by PayPal you should be able to get a refund.
"One of the parts are obsolete now, no ones selling them anymore." - It would be helpful if you mentioned which one is obsolete.
I rather suspect that you may need a fan for the version with the small heatsinks, especially if you're dissipating more power. I found at least three variants, there may be more.
Why do you need a current adjustment ?Because a number of types of loads (a load is anything that you might want to power from this), rely upon a current limit. Example: LEDsLeds need a current limit otherwise the current will rise to a level at which they will be destroyed.
Linear, because the trimpots will be linear.