On the copper heat sink with the compound they use now,taken the heat sink off is a pretty tricky thing because the new paste gets hard after afew weeks of use and when it,s cold.I would run the system afew min so maybe the paste will get softer and kindly tiwst the heatsink very gently a little L&R to make sure it,s not stuck to cpu.I pulled a cpu right out of the socket with the copper heatsink attached,I was lucky it didn't bend a pin or even the pin aray clamp plate under the socket,so be very carefull if you take off the heatsink.
If it is not running hot (use the probe to check temp)and it is around 31 C to 40 C at idle you should be ok.
BTW check out zalman.com for it,s new heatsink for the P4 it is big but it is easy to put on and very quite,but it is heavy and cost afew buck,but check it out.I took my retail copper heatsink off.A pain in the butt to take off if you haft to.Don't get me wrong the retail heatsink is fine,and does the job,but I like the looks of the zalman I get the chills just looking at it lol.