Well, if you want to do it 'right' you'll need to drill a hole in the base of the heat sink, but most people just tuck it under a corner, as only the center of heatsink actually touches the CPU core. You'll find AMD instructions burried on page 13 of this PDF, which BTW I have for another reason: to convince some friends that arctic silver thermal compound is only for temporary use. If you're going to permanently attach a heatsink, PCM (phase change material) pads needs to be used, according to both me and AMD.
Anyway... here's the PDF:
http://www.amd.com/us-en/assets/cont...docs/23794.pdf