Not happy to read this stuff..
"After I removed the cooler to take the photos, I wanted to go back to some more overclocking using additional voltage. I was shocked to see my temperatures up by ~25°C. After reassembling the cooler several times, and getting largely the same result, I took a closer look (added a sheet of paper to better illustrate the problem).
It seems that the mounting system of the cooler is not designed properly to apply enough pressure between GPU and heatsink. In the factory, a large chunk of thermal paste is applied, probably with some extra pressure, that hardens out and leaves good contact. With my own thermal paste I used a thin layer, probably too thin. Using more paste resulted in bad temperatures too, because the layer is too thick. Another sign that the contact is too weak is that you can rock the cooler back and forth by applying pressure to different sides of the cooler, which affects contact."
http://www.techpowerup.com/reviews/MSI/R5870_HD_5870_Lightning/32.html