If done correctly, superglue works great for putting on a heatsink without a retainer clip.
I put the HSF on my GTS this way, without any thermal compound, just a layer of superglue.
The surface area of the heatsink and the flow rate of the fan as well as the ambient case temperature and surface contact between the HSF and chip are far more important than the thermal compound. Do the math.
However, if you use superglue only, you have to make sure that you have good surface contact and may need to do a little sanding of parts first.
So, I am guessing that nothing happened. Some forms of superglue may be conductive, that could cause a boo-boo if not careful.
Jeremy806