my Zalman cooler on my X800GTO (running at X800XT speeds) also has this slight twisting "loose" occurance..
but, idle temps are about 37-39C and temps at load range in the mid-50's.. so its safe to say its doing its job..
Perform some CPU intensive tasks for a long time.. monitor your temps.. and touch your heatsink with your hand.. if the heatsink gets warm, then you know its doing its job