I'm pretty sure you *shouldn't* put the temp probe between the cpu and the heatsink - you are looking for as complete contact as possible between the heatsink and cpu so that there is as little air (a poor heat conductor) as possible.
I have the same case - I have one probe sort of loose but twisted up in the mai power cable and also one squeezed onto the top of my main hard disk.
incidentally, my IO panel at the top doesn't seem to hnige - is there a catch or anything I'm missing or is your stiff?