Yeah, you have to use some kind of interface material. AMD does NOT recommend using normal silicone based, thermal compound because it doesn't hold up against the extreme heat as well (this is for their faster running T-Birds). They recommend you use the phase-change stuff that normally comes with the pads. They suck compared to regular thermal compound, but at least they'll last.
Personally, I use silver grease from Circuitworks. Works just as well as the ArticSilver stuff, but IT IS electrocally conductive and is a bit dangerous to handle if you don't know what you're doing.