I'd follow the instructions.
I recently purchased an Athlon XP 3000+ and a compatible heatsync. The heatsync comes with a protective "pink heat spot" on the bottom of the heatsync, which is supposed to act like thermal grease. I was wondering if I should use thermal grease instead of this "heat spot", and if I do, if I should try and remove the spot (as the instructions reccomend) when I use the thermal grease.

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