Cpu weird behavior

I have an i5 2500k , a gtx 260 , and my cpu cooler is a Scythe Kabuto. Here's the issue i have:
I changed the thermal paste yesterday, after about a year of usage. I tried several ways, pea sized, a rice grain, a vertical line. I experimented with the quantity and the shape.
Before each time i applied the thermal paste, i cleaned the cpu and the cooler with alchohol and a cloth.
The results were pretty much the same with each different application, my temperature was higher than it used to be. I had 28-29~ idle , now i have 40-42~ idle.
The cooler is sitted properly i triple checked everytime. I have done this several times . The paste i use is The Chill Factor Thermalright.

And now to that adds also this weird part : When i use prime95 or intelburntest my cpu temperature stays the same as idle. 40-42 ~ .
But when i use a gpu burn test like Furmark my gpu rises from 50~ idle to 70+++ and immediately the cpu follows to 70 ~.
Also when i play for example league of legends my cpu temp rises to 66~
I use speedfan and HWmonitor.
My motherboard is Gigabyte P67A-D3-B3.
Any ideas?