CPU cooling is very important since CPU's are designed to run at certain temperatures. If they run too hot, they will start to error, making your computer crash, and also decreasing the life of your processor.
To deal with the heat that processors today throw off. We use a heatsink to help dissipate the heat. Most CPU's these days come with a factory heatsink and fan combo.
Unless you are planning on overclocking, or have heat trouble, the stock heatsink and fan should be just fine. If you want your system as stable as possible, get and aftermarket cooler, even when not overclocking, cooler is better.
Because cooling always changes, use the site Frostytech.com they have really good graphs and resources if you're determined to get the best CPU cooler.
To install a heatsink the first thing you will need is thermal compound. It fills the small gaps between the heat-sink and the CPU to get the most out of your cooling system.
Mounting the heatsink onto the CPU is very specific to the cooler, but the general idea is always the same. If you are new to mounting a cooler, practice mounting it until you feel comfortable before you apply cooling paste.
TIP! To make the most out of an upright cooler make sure the airflow goes up, or to the back of the case. Cases are designed to have cool air come in the bottom front, and go out hot from the back middle to top.
TIP! Make sure you check the manufacturer's websites for thermal paste instructions, as well as heatsink mounting instructions to make the most out of your cooling.