Did you get a heatsink seperatly?
If not, the one that came with your processor should already have some on.
You may have to take off a bit of sticky paper from the bottom of it, but after that, just put the heatsink over the processor carefully, move it around a bit to move around the paste evenly, and then secure it.
I've never secured a Intel processor before though, but it shouldn't be so different to the AMD versions...