I actually have some experience with this subject. A guy at work offered to test out my 800 T'Bird to help me debug my new system (ASUS A7V133a wouldn't boot). I gave him the processor and the H/S/F. He stated that he put it in his ASUS A7V *without the H/S* and booted it. He said it loaded into Windows, and then started to smoke, probably from Arctic Silver that was still on the core. He quickly shut it off and yanked the processor out. It took an hour before his mobo would boot again!
And my processor still works. Maybe a new way of "burning in" a T'Bird...