FC-PGA Heatsink Concern

This is my first post!
I was wondering if anyone has experienced overheating with the Pentium FC-PGA package.
I installed a boxed Pentium processor in my computer recently and I was not impressed with the supplied heatsink.
It does not apply very much pressure to the processor package. The heat sink slides with very little pressure applied by finger touch.
Should I be concerned?

Thank You

The paste was pre-applied.
The heatsink clip required effort to attach to the cpu socket. I was cautious with the installation because the motherboard would flex from the pressure required to seat the heatsink clip to the cpu socket.
I switched out a 566 Celeron with a 750 Pentium III. The heatsinks are nearly physically the same. Except the heatsink with the Pentium is anodized black alluminum alloy vs the Celeron was raw cut alluminum alloy.
I was hoping the heat paste was acting like a lubricant between the processor package and the anodized surface of the heatsink.
I have read articals about the flip chip package stating that when installing the heatsink you have to be very careful because the processor die is exposed.
I noticed that the die is raised from the surface of the pin grid. Only the raised surface contacts the heatsink.
Personally I have doubts that this is a good thermal solution. As I prefer a heatsink that is glued directly to the processor and anchored by a retaining clip. That is why I was concerned with the effiency with this new style thermal solution.

Thanks Magus, this helped me as well.

I am currently installing, for the first time, the fan that came with a new FC-PGA PIII 800 and I couldn't believe that I am supposed to clamp down a heat sink ontop of an exposed silicon waffer. Not only was I having trouble with the idea of possibly crunching the exposed chip like a waffer-cookie, but the fact that only a very small area is touching the sink doesn't make sense to me. Very questionable design I say.