Very helpful, Konboy. Not.
Hi there. Is your mobo already installed into the case? It's easier to install the HSF when it's OUT of the case, but all isn't lost.
1. Thermal paste is 100% absolutely necessary. It takes up the microscopic spaces between the top of the CPU core (also known as a "slug"

That's the "metal thing" in the middle of the CPU that you referred to.
2. A very thin layer of thermal paste is all that's necessary. About the thickness of one or two regular pieces of paper. Yep, that's all you need.
3. The bottom of the HSF has a "ledge" cast into it. This fits over the ledge on the CPU socket. Make sure you have it facing the right way. There is only one proper direction to put on a Socket A HSF.
4. Use a small socket on the end of an extension to fit over the clip to push it down. The socket goes 360 degrees around the clip...no way it can pop out. While pushing down w/the socket, get another small screwdriver in your other hand. Push down with the socket and pull the clip outwards with the small screwdriver so it can fit over the lug and clip down.
It sounds complicated and hard. It is not. You can do it. Good luck.