[susan53]

The two have different meanings.

To have heard of something = to know it exists
To have heard something = to have listened to it.

So eg
I have heard of the song "Stand by me" but I have never heard it
= I know it exists but I've never had the experience of listening to it.

I've never heard of the expression "cool as a cucumber" = I didn't know it existed.
I've never heard anyone using the expression "cool as a cucumber" = I know it exists but no-one has ever said it while I was listening.