A lot of the AMD's actually came with a silverish paste, where I remember seeing white stuff was old OEM systems like from dell, hp etc.
The trick to it is turn on your PC before you remove the old heatsink. Run it for 5-10 minutes, enough to heat up the system. After that, shut down, and remove the old heatsink. It may be warm or hot if your system is running really hot. But you turn on the pc to heat up your CPU so that it will soften the old paste that is there now. A lot of guys say use isophryl alcohol, maybe a little of that on a cloth, or even a cloth itself, just be careful and clean the old stuff off without creating much static. Apply the new paste and the new cooler and all should be happy.