I'm doing my first build and to start I'm using the infamous stock Intel HSF that came with the E8400. It's going on a Gigabyte EP45-UD3P. I'm not intending to overclock, and I apologize if there's a better forum.
It's a matter of experience. I can't tell if I've got the last pin in far enough. On three of the pins, when viewed from below the MOBO, the black male pin (inner) is just about at the same depth as the white female (outer) part of the pin assembly. On the fourth pin, the end of the black pin is up about 1/16 of an inch from the end of the white pin. All of the pins feel quite secure.
I've used a lot of force (with the board out, and supported) and this seems to be as good as it gets.
I replaced all the plastic pushpins on my motherboard, including the ones for the northbridge and southbridge heatsinks. When I removed the plastic pushpins I discovered uneven pressure everywhere. You could easily see the problem in the imprints in the thermal pads.
my e8400 had issues with my p5q pro mobo. had to press so hard to get it set, was very worried the mobo was gonna snap. first time i thought it was set and upon bootup with no OC i was pushing 55C. shut that off pretty quick.
just noticed the other day my mobo has a considerable amount of warping due to that HS/F. hope that doesnt get worse with time. only had it about 2 months.