Its easier if the motherboard is out of the case if not you'll be wasting you're time trying to putting it in. Clip in one side then go a cross and clip the other so when you try to put in the other clips it doesn't pop out so easily.
Just that you always have to apply quite a bit of pressure.
Agreed with CmdPT. If it is out of the case, then you can put more force on the heatsink with out damaging the motherboard. A lot of pressure is required to properly install many LGA775 heatsinks.