I don't think the thermal paste is on the pins, i believe he means its in the holes where the pins go in.
What brand or type of thermal paste is it exactly? Is it arctic silver 5? arctic silver ceramique? Like patonb said, some thermal compound is conductive and may cause problems; HOWEVER, even if it is conductive, and its not blocking access of the pins, it shouldn't be a problem unless its outflowing and possibly connecting two of the pin-holes together....
So yea, just clean as best you can, i don't recommend you drench the pin-holes with anything, as it won't have enough air circulating to evaporate the alcohol or w/e solution you're using. Perhaps use a needle or something to help you clean (make sure your motherboard is disconnected of course), and hope for the best!