I recently removed my Northbridge chipset on a MSI K8N-Neo6 with a Zalman ZM-NB47J It does not require a fan and is noise free compared to the one that the board came with.
You are going to need to take the whole board out and access the rear of the board and squeeze the pegs so they are free which as you say you have already done.
When I was replacing my fan it had a rectangular piece of adhesive but was not difficult to pull off. Your case may be different. Maybe using a hairdryer or heat gun would work best but you don't want to fry your board. Gently remove the heat sink. Use rubbing alcohol to clean the northbridge chip as best you can. I used the original rectangle piece with thermal grease and snapped the new heatsink in place and I was done. It took a few trial and errors to get the arms and screws align with the holes but was eventually successful.
Problem is on my board the heat sink I now have can interfere with any PCI card such as a video card so most guys use a little motor oil to quiet their original fans. Zalman make two models of the heat sink, both or the same in terms of efficiency but one is a bit longer in the pegs. I am including a link so you will see what I mean.
http://www.zalman.co.kr/
Good luck
tj06