Here's how I attached a heatsink to my 040/25.
1. Add thermalpaste to the CPU.
2. Press the heatsink onto the CPU and get the the paste spread nicely.
3. Remove heatsink.
4. Remove thermalpaste from the corners of the heatsink and CPU.
5. Add glue to the cleaned area.
You get the best of both worlds. The heatsink is glued firmly to the chip and there's nice thermalpaste where it needs to be witch is in the center of the CPU.