So, I bought a q9400 to go into my new comp. I plan to use the stock heatsink/fan since I don't plan to overclock. I might later on buy a better heatsink/fan setup. I thought that thermal paste would come with the CPU, since I've been told it usually does. I opened it up and found none. I think it might already be pre-applied but I'm not sure. This picture is what my heat sink looks like, but with a bit more grey then what is shown.
Well, when I meant I thought the CPU would come with it, I meant the whole setup, like the heatsink/fan and cpu with thermal paste somewhere. But thanks for the info, glad it is what it is. There is more applied to the heatsink I have than in that picture so I think it should be fine, now that I know what it is. Thanks!