in a nutshell, it means that the TIM doesn't reach it's maximum transfer potential until it's heated/cooled a few times, and that until it reaches its maximum, you will see increases in temperature. if you use your computer normally (a few hours a day, turn it off at bedtime) it should cure within a week.
this appears to be caused by the thickness and consistency of the suspension fluid. a thicker compound, e.g. artic silver, usually needs some time to settle, while thinner ones, e.g. mx-2, don't.
there's a really good study somewhere (I can't find it now, it's on a bbs) where somebody tried a whole bunch of TIM's and they all benefited from curing.