What CPU?
Assuming Duron or Athlon, the heatsink actively latches under clips on the socket- thus you usually must push down (sometimes a slot for a screwdriver is provided; be careful!) on the clip, rocking any latch/handle provided *towards* the heatsink/CPU, at which point the whole thing will spring up with quite a bit of force. (Look at where the clip latches to the socket; note how the plastic 'overhangs' the clip.)
When installing the new cooler, you should clean off any thermal pad gunk or old compound (lighter fluid makes a good solvent), spread an appropriate amount of heatsink compound on the CPU core (about .75mm thick; I like to spread it on with a clean credit card, ensuring the core is smoothly 'frosted', with any excess positioned to the side the heatsink will lean on first, for padding), and *PRESS ONLY ON THE SIDE OF THE CLIP YOU'RE TRYING TO LATCH DOWN.* Pressing on the cooler puts leverage directly on the CPU die, which will crack it, and leave you an unhappy person. (Though if this *is* the Duron of the other thread, you can probably replace it for $30 now.)
If there are tall capacitors near the CPU, it's quite possible the cooler will not fit. You need to check the reviews and measurements before you make this sort of investment. However, if I'm looking at the right pictures, it doesn't *really* look that big, and it seems they give you a spot to latch a screwdriver in the flange attaching the the clip itself, as shown most clearly in
this shot of an older design.
You don't want to be scraping the heatsink across the core- ideally you should be able to get one side latched, rock the heatsink down carefully (pushing to the opposite side, to ensure the clip you've seated stays in the latches/fingers) until it just contacts the thermal compound, then lean on the screwdriver in the clip with all your weight until that side latches on *its* set of fingers.
If it's a Celeron or P4, don't ask me- never met Intel's new clip designs.
