When i first unpackaged the motherboard i found traces of thermal paste (thick paste similar to what u get on stock graphic card memory modules, but blue in colour) stuck down the sides of the cpu. Not actually on the cpu, but embedded down the sides.. Also there was some on the northbridge.. I cleaned most of it off, but some is impossible to dig out of the gap. I've just applied pressure to the hsf down onto the cpu, to see if there was a lack of contact, but no decrease in temps (i did this with my old s775 mobo and q6600 and it lowered the temp)..
The hsf is pretty hot now, and if i hold my fingers on the metal part of the hsf i can feel its definately very hot, but not so much that you get stung by the heat.
Oh btw, i called overclockers before applying the paste for the first time this afternoon, to be told by the guy on the phone that the paste left is harmless (which didn't register in my mind) ..