Keep in mind that any spring loaded solution is a potential cpu destroyer if the proper steps are not taken! The SLK800 has spring clip tension that is higher than average. You can attempt installation with the mainboard still in the chassis, but if you cannot obtain sufficient clearance to use a screwdriver, STOP! The mainboard will need to be removed otherwise you may slip with the screwdriver, wreck your mainboard and the sudden snap back may kill the CPU! Some of the SLK800's I've purchased were missing these feet and the contact area is narrow enough that it isn't hitting the feet on the PPGA with 100% contact area. Still, I was able to install these coolers without incident. I do not recommend the use of shims. If for some reason, the shim causes the heatsink to be even slightly elevated from the core your temperatures will skyrocket and (if you're LUCKY) the cpu will overheat quickly but not burn out. Most likely, the cpu WILL burn out so I cannot recommend the use of a shim.
The most important thing is to ensure that you have room to use that screwdriver! Don't fool yourself into thinking you can get the leverage because once you get that clip down to 1mm from going around the socket lugs and the screwdriver handle hits something and you have to wiggle it around trouble will come knocking!
Cheers!