Bend it over slightly. But NOT below the top of the socket. Just bend it just a little bit. And when you bend it, make sure it's bent in a direction that keeps the two wires the same distance apart from each other. In other words, don't bend in a direction that would allow the two wires to touch. I'm sure you can figure it out by looking at it.
Then I would put a dab of heatsink compound on the blue insulation of the thermistor. Now simply install your processor. Use the processor to push the thermistor the rest of the way down until the processor is FULLY seated, then lock the socket lever. This way you ensure you have good contact between the thermistor and the bottom of your processor, which will give you more accurate readings.