Four things to check I can suggest related to the thermal paste between heatsink and CPU chip.
1. As the instructions indicate, once you remove the old cooler system, you must clean the top of the CPU chip thoroughly to remove old thermal paste. If you don't, the uneven residue is a barrier to heat flow.
2. Often a cooler system like this arrives with the thermal paste pre-installed and covered for protection by a thin plastic film. You MUST remove that film before installing it on top of the CPU.
3. Alternatively, some arrive with NO thermal paste, or with a little tube of paste that you must apply yourself before mounting the unit. There are particular instructions on how much paste to use for this, depending on what CPU chip you have, and you must do as they say. Too little is not enough to carry away heat. But too MUCH also if poor - a paste layer too thick will reduce the rate of heat removal.
4. Check the mounting of the unit - the frame you mounted around the CPU socket, and the fastening of the while unit to that frame - to be sure it is snug and stable. If it is off-centre or wobbles a bit, there is poor contact that will not remove heat properly.