Its only held in with 2 spring loaded pins. there is bound to be some movement. As long as its not all out sloppy it should be ok.
If the board is still new you can check the back to make sure the pins are all the way through. You can also just press both pins at once and see if they click in...the pins are spring loaded so they will depress no matter what, its the springs that keep the tension on the heatsink. so if you get no click(remember press both at once....this keeps the pressure even) you should be fine(even if you do get a click, then it should be in right from then on....)
ok btw nukemaster , i just put together my pc with my new mobo and everything is running fine ^_^ , its a biotch to put together a pc , but my zalman is still kind of loose , its tighter then before tho. im looking @ coretemp and all my cours are even cooler then before , there all under 30c. should i worry ?
Sitting fully loaded @ 51,51,54,56(yeah i know, its uneven, but its always been that way) with f@h on all cores. Thats with the motherboards auto fan speed turned on....so about 2000rpms for the fan with a room temp of 24. The temps are always about that(at load), the board just slows down the fan in a cool room....