I mean .. unless I'm thinking of something different .. my friend describe it as though there would be a sticker-thing (thermal pad?) that you would peel off and it would leave a thermal paste behind. I saw nothing like that on mine. The chip just had the raised surface with the etching and the heatsink just had a copper base to press against.
I feel a little uneasy about it .. but I'm pretty sure I'd recognize a peel-off dealy and it would likely have big words saying 'peel-off dealy' .. I just wish the manual had featured more than simplistic pictures.
Regarding overclocking .. I'll get on that as soon as the shine has worn off a bit. I'm still getting used to instant XP and racing loadbars.