Did you remove the plastic that is attached to the "Ovum" on the back off the fan before you lathed it down?
Shut it down, let it cool, remove the fan, if you have removed some "ovam" (the goo) from the bottom of your fan, then you have and should double check all your settings including whether or not you have the cpu you think you have (cross reference the CPUID number on Intels website)
If you are still in the dame situation, send back the CPU for and Exchange....
If you can't send it back, count it as an expensive mistaek and repeat after me......