This is how I put on Athlon XP's:
<OL>
<LI>Put the processor on the socket and lock it into place with the clip.
<LI>Apply a very small amount of thermal grease (enough to cover JUST the core with a paper-thin layer) to the processor core. I usually smear it around a bit with a piece of paper.
<LI>Put the CPU Heatsink Fan on the socket. Put the non-screwdriver side on first. Slide the HSF back so that the entire core is covered on the processor.
<LI>Use a flathead screwdriver (preferably a long, mid-sized one) to push down the other HSF clip onto the socket.
<LI>Plug in the CPU HSF!
</OL>
I also put pieces of folded paper under the socket so the motherboard doesn't bend as much. I realize that this can be hard depending on which case you have, but I do it everytime for mine. I also make sure there are risers near the socket.
One of the major issues here is having a long, mid-to-large sized flathead screwdriver. A small, short screwdriver won't work well at all. Phillipshead seems to give problems too. Good luck!
-Lasereth