What size and type of fan on each? I bet that the stock heatsink uses a 60mm fan, and the SLK-800 is using an 80mm fan? If so, is the 80mm fan plugged into the motherboard, or the power supply?
Some motherboards see the slower speed of 80mm fans, and automatically shut down the system, because they think that the fan is failing - I had a Soltek board that had this problem; I don't remember what I did to solve it - one of these:
1) BIOS update
2) In the BIOS setup screen, there's a section there, something like Temp Monitoring, or PC Health. In it is an option CPU shutdown for Fan Off, or something like that - disable that. Yes, it does disable the safety feature (fan failure will result in the motherboard shutting down the system) but it will allow it to boot with the new fan.
Or, you can try contacting Soltek, especially if the BIOS update doesn't solve the problem - maybe they can revise the BIOS.
But, if it's not an 80mm fan on the SLK-800....well, all I could ask is, what kind of fan are you using on it then?
Also, are you using the square thermal pads, or the grease? Those thermal pads are designed only for one time use - once the heatsink is installed with the square pad, if it's removed, the pad must be replaced. The white thermal grease that comes with it (it's pictured, so I assume it's included) should be fine; if you want to do any overclocking, the standard recommendation seems to be Arctic Silver III.