If youve purchased a new CPU with fan or just New Fan then on the fan base you should find a tag covering a fine layer of 'thermal paste' if it does then you don't need to add any additional thermal paste.
If you're using an old fan make sure it has the capacity needed to cool the new CPU.
If you can use the old fan - first careful clean off any old thermal paste Apply the thermal paste to the fan not the CPU, if spread the paste on the CPU there is a small chance of static discharge, all you need is a layer about the thickness of a DVD case inlay card over area on the fan where the fan and CPU make contact.
