Doby

Clean the thermal paste off with isoproptl alcohol and inspect it, look for burnt edges or bluenesss it its there its cooked. Socket A processors cannot take having powerd applied to them for even seconds without the heatsink sitting tight. I have installed near a hundred of these without problem but you have to make sure the step in the heatsink is facing the part of the socket that say's "462" or the heatsink will ride up on the socket and not touch the cpu die. If installed the wrong way around this almost always fries the cpu and in some cases damages the motherboard and with the noise you were hearing I suspect it did.

Very sorry for your misfortune and to be honest this is a very easy mistake to make that I have see several times