They all pretty much perform the same. Arctic Silver is the most popular. The cooler should come with a tube of thermal paste or it may even have the paste pre-applied.
Here's a cheesy video that shows how to install the CPU and heatsink: http://www.youtube.com/watch?v=f09SQh6uIsU
Here's instructions on the correct way to apply thermal paste: Instructions for Arctic Silver 5
i found some thermal paste in best buy, dynex thermal gel, its like best buy brand i think, so you saying they all perform same... should i just use that best buy thermal?
someone told me that is better use some other thermal ...because thermal that comes with cooler not good or somethin not sure..