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Thermal Interface Material (TIM) fills tiny spaces between the CPU and its cooler to assure optimal heat transfer. Most factory-supplied coolers come with a stiff TIM pre-applied that becomes soft when heated by the CPU, but other coolers will require the use of thermal transfer grease or paste.
There are several ways to spread thermal paste, but dabbing small dots onto the contact area is probably the least wasteful. Though many well-read enthusiasts would panic at the "mess" seen in the left photo below, applying and removing the CPU cooler proves adequate spreading. A small additional amount will squeeze out from the edges over time.
Other methods, such as spreading the paste with a smooth piece of plastic, are often recommended by paste manufacturers, resulting in more paste being stuck to the spreading apparatus than the CPU. The concept is to provide a thin, even layer of paste on the CPU without creating an over-thick heat barrier, but modern pastes are usually thin enough to prevent this problem.
Excess paste will squirt out around the edges of the CPU, so it's important not to apply so much as to create a mess.
AMD still uses metal clips to attach its retail-boxed cooler over the CPU. With the cooler in position, slip the non-levered end over the corresponding plastic hook, then repeat the process on the levered end. Finish the installation by flipping the lever to apply pressure.
Intel introduced push-in pins to CPU cooling with its LGA 775 package, and has continued to use these through its later LGA 1366 and LGA 1156 interfaces. Installation requires pushing each pin into the corresponding motherboard hole until a "click" is felt or heard.
Twisting the top of the pin ninety-degrees counterclockwise unlocks the spring pressure, allowing the cooler to be removed. Because a counter-clockwise twist defeats the latching mechanism, one should check that all pins are properly twisted fully-clockwise before attaching the cooler.
The biggest problem with Intel's pushpin cooler mounting method is that it puts a lot of strain on four points of the motherboard. Several manufacturers require a support plate to be mounted under the board to properly distribute the load; these coolers are usually attached with screws.
Because the support plate must be placed behind the motherboard, these coolers should be mounted before the motherboard is installed into the case—unless the case has an access hole in its motherboard tray specifically for this purpose.