You don't. remove the plastic tab, if any, over the phase change compound, and install the heatsink.
Edit: yes, n00biness is an issue. I just saw your other post.
You must clean off the surface of the CPU die and bottom of the heatsink, and apply thermal grease.
You do not need anything special, however. You can hop over to Radio Shack and get some.
If you got a nice HSF at some point in the future, however, you will be pleased with some AS.
Clean it off with a hard paper towel (soft paper towels will leave crap behind--I mean hard like public restroom hard) or take the long route and do it gently with Q-tips. Use either alcohol or acetone (nail polish remover typically has oils in it, as does goo gone and goo-off), and gradually get all the compound off.
Then apply the new compound, and put a thin layer, flattened and smoothed with something like a reasonably new credit card, or anything similar. Then lay the HSF right where it needs to be, and clip it on.