A shim is not going to do anything to help heat dissipation on an Athlon CPU.
The bit that gets hot is the core, yes the ceramic warms up but the core is what needs to be cooled and should be the ONLY thing (apart from the rubber feet) to touch the heatsink. The shim, if installed correctly, does not touch the core and should not touch the heatsink. If it is touching the heatsink, it is reducing contact pressure from the heatsink to the cpu and reducing cooling capacity/heat transfer. If it is not pressing on the heatsink hard enough to do that then it is not transferring heat to the heatsink.
Whatever - a shim is NOT going to improve heat dissipation. If you get a better result afterwards, then your heatsink probably wasn't mounted ideally before you had it in there and you could possibly do better without it in there...
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