The page Mark suggested is great and if you follow the steps carefully its actually a pretty simple process. I also ground myself with a wrist strap while working inside my PC case.
I would also like to suggest this link:
http://www.intel.com/cd/channel/rese...atsink_support
Its very comprehensive about all the details involved when installing a heatsink for your socket - and i assume that what you have installed right now is the one described there.
What should really help you is that in the past (for example socket 478) the problem was that the by Mark described "seal" (or bond) between the CPU and HS sometimes pulled the CPU out of the socket when you tried to remove the HSF even though the CPU was clamped down. Some people damaged their pins that way.
However your CPU socket is diffrent and you cant really pull the CPU off with the HS by mistake because of the way it is locked down.
You also dont have pins on the back of the CPU that you can damage.
If you follow the directions i really think this will make a big diffrence for you. The newer Intel HS are actually pretty powerful - although a little noisy. Its just that intel limits its cooling capabilities by using these low performance pads.