If reseating the heatsink doesn't solve the problem, check your BIOS. Manually ensure that your voltages are at auto or below 1.4V if you aren't over the stock 4.0 Ghz.
The first time I built a computer, some years ago, I had ...forgotten to install the CPU's fan to the three pin PWM on the motherboard - The heatsink was cooling without the dissipation of heat by the fan.
What motherboard are you using?