I am in the midst of my first build centered around an AMD Phenom II X4 955BE "PIB" (Processor in a box). Although the directions say to add thermal grease, there already was a gray square of compound on the copper portion of the heat sink. The square is slightly undersized from the processor. I went ahead and installed it, fired up the machine and I'm monitoring the temperature. Case=~30deg C, CPU ~44deg C.
Need I be concerned? BTW: this dilemma was the longest step in the whole build process