I just purchased a Sempron 2800+ processor with the heatsink/fan also...I finished placing the processor into the motherboard and i attached one side of the heat sink but i dont know how to attach the other side...also the proccesor didnt come with the heatsink cooling gel so im wondering if i need to have that

Socket A heatsinks have a little bracket that you put a flat blade screwdriver in.You can then use the screwdriver to push the bracket down and secure it on the socket.And yes you should get some paste if there is none.There may be a pad or pre-applied stuff on the base of the heatsink already,just remember to peel the protective film.

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