LOL!
I think Crashman now sees why we tell people to beware of SoD's advice. You can remove the black sticker, just make sure you apply thermal compound to the CPU before mounting the heatsink and powering up the computer. I always remove the compound that comes with retail CPUs... unless it happens to be the good stuff. (Xeons come with silver paste, for example)
<font color=red> If you design software that is fool-proof, only a fool will want to use it. </font color=red>