Avalanche007,
Two things.
If you are really worried about destroying your chip. You may want to buy a used Duron for < $20. That way you can practice installing the HSF on the inexpensive chip and not risk the 1800+ XP.
In terms of copper shims, be a little careful. Although they can make installation a little safer, if they are too thick, then they will prevent the HSF from connecting properly and you could fry your chip. On the other hand, if they are too thin, then you won't get as much CORE protection as you think when installing the HSF and you may still chip the CORE.
In all reality though, as long as you take things slowly and gently, then you shouldn't have any trouble with or without a shim.