Some aftermarket coolers have pre-applied thermal compound on the heat sink itself, most have the thermal paste in a separate tube that you apply yourself. The best method is the pea method - put a small pea sized dot in center of processor and using something like an old credit card smooth the paste in a thin layer over the entire processor, then mount and secure your heat sink. I personally like to use performance thermal compounds, one of my favorites is MX-4. Now I know some will say to just put it in the center and then press the heat sink on, no need to spread it with an old credit card, however I have adapted this method though trail and error and have a FX 8370 @ 5.5Ghz - 1.52V, and my temps with NH-D15 and Delta 3400rpm fans are 55C under full Prime 95 full load. Trust me, its the best way to ensure your entire processor has proper coverage and keeps as cool as possible.