if you change the cpu, you will need to clean off the thermal paste from the cooler, put a pea sized amount on the new cpu, and attach your cooler, tighten them down diagnally (kinda like the way you would tighten lug nugs, that sort of pattern) and it will evenly spread the thermal paste.....with thermal paste, less is more, if you accidently put more than a pea sized droplet on the cpu, wipe it off and reapply it.
for 30 dollars more, you can go with this http://www.newegg.com/Product/Product.aspx?Item=N82E16819116504
just make sure the socket type matches with your mobo
the amd processor is 125 watts
the intel i5 is 77 watts (ie: generates less heat and overclocks nicely)
hope this helps.