When I was a kid -- oh, about age 12 or 13 -- I had a friend that liked to make model airplanes, the same as me. Only, it would take me about a week to painstakingly put one together, paint it and then carefully apply the decals. My friend would put the same model kit together in ONE DAY.
The difference, of course, is that my finished airplane looked just like the picture on the box -- and my friend's looked like crap.
This is a hobby that rewards those who are methodical, careful and precise and punishes those who are impatient, rushed or careless.
Please follow DaSickNinja's advice and take a breather. Take the entire computer apart, then reassemble it SLOWLY and CAREFULLY.
And if you can't get the Scythe HSF to work, remember there is nothing wrong with the stock HSF for that CPU -- assuming you got a retail version and not OEM. At this point it might be worth it just to use the stock HSF to save yourself some aggravation.
Oh, one more piece of advice. Check the packaging that came with the Scythe HSF. There should be aparts list, preferably an illustration showing all the parts and how they go together.
Did you install everything? Are you sure you only used the right parts for your motherboard's socket? Is that HSF a type that only fits the INtel socket or did it come with parts to also fit an AMD? Did you only use the parts that fit the INtel socket?
Does that HSF require a special backplate that fits on the back of the motherboard? Did you install that backplate before trying to mount the heat sink fan? If that HSF has parts for both AMD and Intel, are you sure you used the Intel backplate and not the AMD one?