If the heat sink (radiator) is set up like pentiums are then there should be a mtal band over it strapping it down, the band will clip onto the motherboard, I usually seem to have to use a screwdriver to unclip it. Then the heat sinnk should still stick on as it will have been pasted too, to whatever chip is under there (04 or ROM, what why would a ROM chip have a heat sink...)
And with Socket 7 and under devices, there is a little lever you have to pull up.